+7.4%
Z vs NBIX
+234.8%
-227.4%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.2% | +4.7% | +3.8% |
| 7D | +0.8% | +1.7% | -0.8% | +0.4% |
| 30D | +5.2% | +23.2% | -18.0% | -1.0% |
| 3M | -17.0% | +11.0% | -28.0% | -19.8% |
| 6M | -22.7% | +3.8% | -26.4% | -24.2% |
| YTD | -56.3% | +18.0% | -74.3% | -59.0% |
| 1Y | -57.7% | +16.1% | -73.8% | -60.1% |
| 3Y | -16.5% | +51.8% | -68.4% | -29.5% |
| 5Y | -53.4% | +90.2% | -143.6% | -63.6% |
| 10Y | -15.9% | +218.4% | -234.3% | -39.7% |
| All | +7.4% | +234.8% | -227.4% | -24.5% |
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 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