+3,947.2%
YUM vs NBIX
+1,433.4%
+2,513.7%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -7.4% |
| 6M | -9.1% | +20.6% | -29.7% | -10.7% |
| YTD | -5.5% | +10.1% | -15.7% | -6.6% |
| 1Y | -3.7% | +8.8% | -12.5% | -4.8% |
| 3Y | +17.8% | +42.5% | -24.7% | +12.8% |
| 5Y | +19.3% | +61.5% | -42.2% | +12.4% |
| 10Y | +170.7% | +217.6% | -46.9% | +135.6% |
| All | +3,947.2% | +1,433.4% | +2,513.7% | +3,048.6% |
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