+414.6%
XLF vs NBIX
+2,374.8%
-1,960.1%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.7% |
| 7D | -1.5% | +0.4% | -1.8% | -1.5% |
| 30D | -1.2% | -0.2% | -1.0% | -1.2% |
| 3M | +9.2% | -4.0% | +13.2% | +9.6% |
| 6M | +16.3% | +20.6% | -4.3% | +12.8% |
| YTD | +5.4% | +10.1% | -4.7% | +3.4% |
| 1Y | +7.6% | +8.8% | -1.2% | +5.6% |
| 3Y | +74.2% | +42.5% | +31.7% | +62.0% |
| 5Y | +66.1% | +61.5% | +4.7% | +50.2% |
| 10Y | +252.8% | +217.6% | +35.2% | +176.2% |
| All | +414.6% | +2,374.8% | -1,960.1% | +141.1% |
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