+2,350.5%
NBIX vs BB
+257.4%
+2,093.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | -0.5% |
| 7D | +0.4% | -0.4% | +0.8% | +0.4% |
| 30D | -0.2% | -12.5% | +12.4% | +2.0% |
| 3M | -4.0% | -17.4% | +13.4% | -2.1% |
| 6M | +20.6% | +119.1% | -98.5% | +1.2% |
| YTD | +10.1% | +102.4% | -92.2% | -6.4% |
| 1Y | +8.8% | +98.2% | -89.4% | -7.9% |
| 3Y | +42.5% | +46.9% | -4.5% | +20.0% |
| 5Y | +61.5% | -26.4% | +87.9% | +46.9% |
| 10Y | +217.6% | +1.3% | +216.3% | +120.0% |
| All | +2,350.5% | +257.4% | +2,093.1% | +692.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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