+3,406.4%
AXP vs NBIX
+1,192.8%
+2,213.7%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | 0.0% |
| 7D | +0.6% | -1.0% | +1.6% | +0.8% |
| 30D | -4.3% | -5.1% | +0.7% | -3.6% |
| 3M | +4.7% | -4.9% | +9.6% | +5.3% |
| 6M | +9.0% | +21.1% | -12.1% | +5.3% |
| YTD | -11.1% | +9.4% | -20.5% | -12.9% |
| 1Y | +1.3% | +7.9% | -6.6% | -0.6% |
| 3Y | +114.5% | +42.0% | +72.5% | +98.8% |
| 5Y | +118.0% | +63.7% | +54.3% | +96.0% |
| 10Y | +464.9% | +207.2% | +257.7% | +341.2% |
| All | +3,406.4% | +1,192.8% | +2,213.7% | +1,326.9% |
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