+295.2%
BSX vs NBIX
+1,201.8%
-906.6%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.3% |
| 7D | -10.1% | +0.4% | -10.5% | -10.1% |
| 30D | -16.4% | -0.2% | -16.2% | -16.4% |
| 3M | -8.9% | -4.0% | -4.9% | -8.6% |
| 6M | -38.3% | +20.6% | -58.9% | -39.9% |
| YTD | -54.9% | +10.1% | -65.1% | -55.7% |
| 1Y | -58.8% | +8.8% | -67.6% | -59.5% |
| 3Y | -21.2% | +42.5% | -63.7% | -26.2% |
| 5Y | -3.3% | +61.5% | -64.8% | -11.6% |
| 10Y | +82.8% | +217.6% | -134.8% | +48.3% |
| All | +295.2% | +1,201.8% | -906.6% | +82.5% |
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