+16.0%
NBIX vs NWSA
+18.2%
-2.3%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.7% | -3.0% | +0.2% |
| 7D | +14.1% | +4.3% | +9.8% | +13.4% |
| 30D | +15.1% | +5.6% | +9.6% | +14.2% |
| 3M | 0.0% | +7.3% | -7.3% | -1.1% |
| 6M | +23.9% | +18.8% | +5.0% | +20.0% |
| YTD | +17.1% | +17.9% | -0.8% | +11.8% |
| 1Y | +16.0% | +19.3% | -3.4% | +10.6% |
| All | +16.0% | +18.2% | -2.3% | +10.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 1y: compounded portfolio wealth divided by compounded NWSA 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…
1y analysis · Full analysis span regression · 6 months rolling