+20.0%
YUM vs NBIX
+59.9%
-39.9%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.2% | -1.9% | -2.1% |
| 7D | -6.1% | +0.4% | -6.4% | -6.1% |
| 30D | -5.8% | -0.2% | -5.7% | -5.8% |
| 3M | -7.6% | -4.0% | -3.6% | -7.3% |
| 6M | -9.1% | +20.6% | -29.7% | -11.0% |
| YTD | -5.5% | +10.1% | -15.7% | -6.7% |
| 1Y | -3.7% | +8.8% | -12.5% | -5.0% |
| 3Y | +17.8% | +42.5% | -24.7% | +8.6% |
| All | +20.0% | +59.9% | -39.9% | +6.1% |
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