+794.4%
XLB vs NBIX
+2,374.8%
-1,580.4%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.4% |
| 7D | -2.8% | +0.4% | -3.2% | -2.9% |
| 30D | -3.1% | -0.2% | -2.9% | -3.1% |
| 3M | -0.2% | -4.0% | +3.8% | +0.1% |
| 6M | +3.1% | +20.6% | -17.5% | +0.7% |
| YTD | +13.3% | +10.1% | +3.1% | +11.7% |
| 1Y | +12.0% | +8.8% | +3.2% | +10.5% |
| 3Y | +31.4% | +42.5% | -11.1% | +24.5% |
| 5Y | +33.9% | +61.5% | -27.6% | +24.2% |
| 10Y | +162.3% | +217.6% | -55.3% | +118.6% |
| All | +794.4% | +2,374.8% | -1,580.4% | +414.6% |
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