+570.0%
BAC vs NBIX
+1,204.8%
-634.7%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.3% |
| 7D | -0.3% | -1.1% | +0.9% | -0.1% |
| 30D | -1.8% | -3.3% | +1.6% | -1.2% |
| 3M | +15.3% | -2.7% | +18.0% | +15.5% |
| 6M | +30.2% | +20.6% | +9.6% | +25.6% |
| YTD | +15.6% | +10.4% | +5.2% | +12.9% |
| 1Y | +27.5% | +10.8% | +16.6% | +24.1% |
| 3Y | +137.0% | +43.3% | +93.7% | +117.4% |
| 5Y | +75.6% | +61.8% | +13.7% | +56.0% |
| 10Y | +396.9% | +218.3% | +178.6% | +273.1% |
| All | +570.0% | +1,204.8% | -634.7% | +140.1% |
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