+1,644.2%
BDX vs NBIX
+1,201.8%
+442.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.8% |
| 7D | -3.2% | +0.4% | -3.5% | -3.2% |
| 30D | -2.5% | -0.2% | -2.4% | -2.5% |
| 3M | +21.4% | -4.0% | +25.4% | +21.7% |
| 6M | +10.4% | +20.6% | -10.2% | +8.5% |
| YTD | +18.8% | +10.1% | +8.7% | +17.6% |
| 1Y | +21.7% | +8.8% | +12.9% | +20.4% |
| 3Y | -10.0% | +42.5% | -52.4% | -13.7% |
| 5Y | -1.8% | +61.5% | -63.3% | -7.4% |
| 10Y | +58.8% | +217.6% | -158.8% | +38.1% |
| All | +1,644.2% | +1,201.8% | +442.4% | +936.1% |
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