+1,112.9%
NBIX vs NWSA
+121.1%
+991.8%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.3% |
| 7D | +0.4% | -2.8% | +3.2% | +1.3% |
| 30D | -0.2% | +3.0% | -3.2% | -1.2% |
| 3M | -4.0% | +12.3% | -16.3% | -7.8% |
| 6M | +20.6% | +21.9% | -1.3% | +12.7% |
| YTD | +10.1% | +13.6% | -3.4% | +4.9% |
| 1Y | +8.8% | +0.5% | +8.3% | +7.6% |
| 3Y | +42.5% | +43.8% | -1.3% | +23.7% |
| 5Y | +61.5% | +41.2% | +20.3% | +37.1% |
| 10Y | +217.6% | +148.6% | +69.0% | +93.3% |
| All | +1,112.9% | +121.1% | +991.8% | +675.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling