+48.4%
NU vs BAX
-66.1%
+114.5%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.8% | +3.5% | +0.6% |
| 7D | +6.0% | -2.4% | +8.4% | +6.6% |
| 30D | +10.8% | -9.7% | +20.5% | +13.4% |
| 3M | +32.2% | +29.3% | +2.9% | +23.5% |
| 6M | +5.1% | +40.7% | -35.5% | -4.1% |
| YTD | -8.4% | +30.3% | -38.7% | -15.6% |
| 1Y | +0.7% | +3.4% | -2.7% | -2.2% |
| 3Y | +125.1% | -32.0% | +157.1% | +138.2% |
| All | +48.4% | -66.1% | +114.5% | +93.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded BAX 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling