+2,737.8%
PAYX vs NBIX
+1,201.8%
+1,536.0%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.8% | +0.6% |
| 7D | -4.9% | +0.4% | -5.2% | -4.9% |
| 30D | -3.8% | -0.2% | -3.6% | -3.8% |
| 3M | +17.9% | -4.0% | +21.9% | +18.2% |
| 6M | +26.1% | +20.6% | +5.5% | +22.9% |
| YTD | +6.7% | +10.1% | -3.4% | +5.0% |
| 1Y | -10.7% | +8.8% | -19.5% | -12.2% |
| 3Y | +7.0% | +42.5% | -35.5% | +0.7% |
| 5Y | +22.6% | +61.5% | -38.9% | +13.0% |
| 10Y | +166.5% | +217.6% | -51.1% | +119.4% |
| All | +2,737.8% | +1,201.8% | +1,536.0% | +1,297.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NBIX.
Daily Out/Under-Performance
Portfolio return minus NBIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NBIX 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 NBIX 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