+114.7%
AXP vs NBIX
+65.8%
+48.9%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.3% | -0.6% |
| 7D | -2.8% | -1.1% | -1.6% | -2.5% |
| 30D | -5.9% | -3.3% | -2.6% | -5.2% |
| 3M | +2.6% | -2.7% | +5.3% | +2.8% |
| 6M | +6.4% | +20.6% | -14.2% | +0.6% |
| YTD | -12.6% | +10.4% | -23.0% | -15.8% |
| 1Y | +0.2% | +10.8% | -10.6% | -3.7% |
| 3Y | +110.9% | +43.3% | +67.6% | +80.0% |
| 5Y | +114.7% | +61.8% | +52.9% | +70.4% |
| All | +114.7% | +65.8% | +48.9% | +70.4% |
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