+474.3%
NBIX vs BNS
+1,486.6%
-1,012.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.6% |
| 7D | +0.4% | -0.4% | +0.8% | +0.6% |
| 30D | -0.2% | +3.5% | -3.6% | -2.2% |
| 3M | -4.0% | +14.1% | -18.1% | -11.1% |
| 6M | +20.6% | +33.8% | -13.2% | +2.1% |
| YTD | +10.1% | +29.5% | -19.3% | -5.2% |
| 1Y | +8.8% | +48.4% | -39.6% | -13.1% |
| 3Y | +42.5% | +129.6% | -87.1% | -11.4% |
| 5Y | +61.5% | +96.1% | -34.6% | +6.3% |
| 10Y | +217.6% | +186.2% | +31.4% | +55.8% |
| All | +474.3% | +1,486.6% | -1,012.3% | +9.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 BNS 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