+16.7%
Z vs NBIX
+210.3%
-193.6%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.3% | -6.1% | -6.4% |
| 7D | -3.3% | -1.0% | -2.2% | -3.0% |
| 30D | -3.7% | -5.1% | +1.3% | -2.5% |
| 3M | -7.0% | -4.9% | -2.1% | -6.2% |
| 6M | -29.5% | +21.1% | -50.6% | -33.8% |
| YTD | -52.6% | +9.4% | -61.9% | -54.3% |
| 1Y | -64.0% | +7.9% | -71.9% | -65.3% |
| 3Y | -36.4% | +42.0% | -78.4% | -45.2% |
| 5Y | -65.8% | +63.7% | -129.5% | -71.9% |
| 10Y | -5.8% | +207.2% | -213.0% | -31.2% |
| All | +16.7% | +210.3% | -193.6% | -15.9% |
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