+504.9%
XLP vs NBIX
+2,357.5%
-1,852.6%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.3% | -0.6% |
| 7D | -1.4% | -1.0% | -0.4% | -1.4% |
| 30D | -1.3% | -5.1% | +3.8% | -1.0% |
| 3M | +1.8% | -4.9% | +6.7% | +2.0% |
| 6M | -0.8% | +21.1% | -21.9% | -2.0% |
| YTD | +9.5% | +9.4% | +0.1% | +8.7% |
| 1Y | +7.2% | +7.9% | -0.7% | +6.4% |
| 3Y | +27.1% | +42.0% | -14.8% | +23.5% |
| 5Y | +32.0% | +63.7% | -31.7% | +26.7% |
| 10Y | +102.9% | +207.2% | -104.3% | +84.4% |
| All | +504.9% | +2,357.5% | -1,852.6% | +352.3% |
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