-32.7%
XYL vs NBIX
+8.2%
-40.8%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.8% | +2.8% | -0.8% |
| 7D | +10.2% | +9.1% | +1.1% | +9.8% |
| 30D | -4.3% | +9.8% | -14.1% | -4.8% |
| 3M | -17.8% | -1.1% | -16.8% | -17.8% |
| 6M | -13.4% | +18.3% | -31.7% | -15.4% |
| YTD | -25.7% | +12.6% | -38.4% | -27.2% |
| 1Y | -32.7% | +3.9% | -36.6% | -33.5% |
| All | -32.7% | +8.2% | -40.8% | -33.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling