+1,263.2%
WM vs NBIX
+1,192.8%
+70.4%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -1.2% | -1.7% | +0.5% | -1.1% |
| 30D | -4.5% | -5.9% | +1.4% | -4.1% |
| 3M | -2.2% | -6.1% | +3.9% | -1.9% |
| 6M | -11.5% | +19.4% | -30.9% | -12.7% |
| YTD | -0.7% | +9.4% | -10.1% | -1.6% |
| 1Y | +0.3% | +7.6% | -7.3% | -0.5% |
| 3Y | +44.2% | +42.0% | +2.2% | +39.1% |
| 5Y | +51.6% | +64.3% | -12.6% | +43.9% |
| 10Y | +310.4% | +215.4% | +95.0% | +262.5% |
| All | +1,263.2% | +1,192.8% | +70.4% | +753.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NBIX.
Daily Out/Under-Performance
Portfolio return minus NBIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NBIX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded NBIX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling