+293.0%
BAX vs NBIX
+1,201.8%
-908.8%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.3% | -1.6% |
| 7D | -7.9% | +0.4% | -8.2% | -7.9% |
| 30D | -11.7% | -0.2% | -11.5% | -11.7% |
| 3M | +16.2% | -4.0% | +20.2% | +16.6% |
| 6M | +32.0% | +20.6% | +11.4% | +29.8% |
| YTD | +24.7% | +10.1% | +14.6% | +23.7% |
| 1Y | -2.6% | +8.8% | -11.4% | -3.5% |
| 3Y | -35.0% | +42.5% | -77.5% | -37.3% |
| 5Y | -67.6% | +61.5% | -129.0% | -69.2% |
| 10Y | -38.4% | +217.6% | -256.0% | -45.7% |
| All | +293.0% | +1,201.8% | -908.8% | +153.6% |
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