+439.2%
XYL vs NBIX
+2,477.9%
-2,038.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.4% |
| 7D | +1.2% | +0.4% | +0.8% | +1.2% |
| 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% | -13.9% |
| YTD | -20.6% | +10.1% | -30.7% | -21.7% |
| 1Y | -23.5% | +8.8% | -32.3% | -24.6% |
| 3Y | +14.9% | +42.5% | -27.6% | +8.6% |
| 5Y | -15.3% | +61.5% | -76.8% | -21.4% |
| 10Y | +148.6% | +217.6% | -69.0% | +112.1% |
| All | +439.2% | +2,477.9% | -2,038.7% | +252.2% |
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