+369.6%
NBIX vs BG
+1,169.9%
-800.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.5% | +0.3% |
| 7D | +0.4% | +3.1% | -2.7% | -0.6% |
| 30D | -0.2% | +10.2% | -10.4% | -3.1% |
| 3M | -4.0% | -1.7% | -2.3% | -4.1% |
| 6M | +20.6% | +1.0% | +19.6% | +19.0% |
| YTD | +10.1% | +39.9% | -29.8% | -1.8% |
| 1Y | +8.8% | +53.2% | -44.4% | -6.2% |
| 3Y | +42.5% | +16.3% | +26.2% | +30.6% |
| 5Y | +61.5% | +83.9% | -22.4% | +23.8% |
| 10Y | +217.6% | +165.1% | +52.5% | +96.4% |
| All | +369.6% | +1,169.9% | -800.3% | +76.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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