+485.6%
XRT vs NBIX
+1,041.2%
-555.6%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -0.9% |
| 7D | -3.6% | -1.1% | -2.5% | -3.4% |
| 30D | -6.7% | -3.3% | -3.4% | -6.2% |
| 3M | -1.4% | -2.7% | +1.3% | -1.2% |
| 6M | +1.7% | +20.6% | -18.9% | -1.6% |
| YTD | -1.5% | +10.4% | -11.9% | -3.5% |
| 1Y | -2.5% | +10.8% | -13.3% | -4.7% |
| 3Y | +39.9% | +43.3% | -3.4% | +29.4% |
| 5Y | -2.6% | +61.8% | -64.5% | -12.3% |
| 10Y | +123.1% | +218.3% | -95.2% | +72.8% |
| All | +485.6% | +1,041.2% | -555.6% | +146.2% |
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