-14.2%
XYL vs NBIX
+59.9%
-74.2%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.4% |
| 7D | +1.2% | +0.4% | +0.8% | +1.1% |
| 30D | -11.9% | -0.2% | -11.8% | -11.9% |
| 3M | -1.5% | -4.0% | +2.4% | -1.3% |
| 6M | -11.9% | +20.6% | -32.5% | -15.0% |
| YTD | -20.6% | +10.1% | -30.7% | -22.3% |
| 1Y | -23.5% | +8.8% | -32.3% | -25.3% |
| 3Y | +14.9% | +42.5% | -27.6% | +2.9% |
| All | -14.2% | +59.9% | -74.2% | -25.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling