+1,152.6%
NBIX vs BWA
+1,963.2%
-810.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.3% | +0.7% |
| 7D | -1.1% | -0.1% | -1.1% | -1.2% |
| 30D | -3.3% | -5.5% | +2.2% | -1.4% |
| 3M | -2.7% | -7.6% | +4.9% | -0.4% |
| 6M | +20.6% | +25.0% | -4.4% | +9.1% |
| YTD | +10.4% | +47.0% | -36.6% | -7.9% |
| 1Y | +10.8% | +54.0% | -43.1% | -9.6% |
| 3Y | +43.3% | +70.7% | -27.4% | +7.7% |
| 5Y | +61.8% | +86.7% | -24.8% | +11.7% |
| 10Y | +218.3% | +154.0% | +64.3% | +68.9% |
| All | +1,152.6% | +1,963.2% | -810.7% | +172.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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