+135.9%
WMT vs NBIX
+59.9%
+76.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.6% | +1.4% |
| 7D | 0.0% | +0.4% | -0.4% | 0.0% |
| 30D | -7.4% | -0.2% | -7.2% | -7.4% |
| 3M | -10.9% | -4.0% | -6.9% | -10.7% |
| 6M | -12.7% | +20.6% | -33.3% | -14.0% |
| YTD | -3.2% | +10.1% | -13.4% | -4.2% |
| 1Y | +5.3% | +8.8% | -3.5% | +4.2% |
| 3Y | +101.9% | +42.5% | +59.4% | +92.3% |
| All | +135.9% | +59.9% | +76.0% | +123.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling