+1,097.3%
XLI vs NBIX
+2,374.8%
-1,277.5%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.1% |
| 7D | -1.7% | +0.4% | -2.0% | -1.7% |
| 30D | -7.3% | -0.2% | -7.1% | -7.3% |
| 3M | -1.3% | -4.0% | +2.6% | -1.1% |
| 6M | +2.2% | +20.6% | -18.4% | -0.2% |
| YTD | +11.7% | +10.1% | +1.6% | +10.0% |
| 1Y | +14.3% | +8.8% | +5.5% | +12.6% |
| 3Y | +70.3% | +42.5% | +27.9% | +60.7% |
| 5Y | +82.3% | +61.5% | +20.8% | +68.2% |
| 10Y | +258.4% | +217.6% | +40.8% | +195.1% |
| All | +1,097.3% | +2,374.8% | -1,277.5% | +530.8% |
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 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