+10.9%
NBIX vs SAN
+58.9%
-48.1%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -1.6% |
| 7D | +1.0% | +1.8% | -0.7% | +0.7% |
| 30D | -3.6% | +2.0% | -5.6% | -4.0% |
| 3M | -7.0% | +19.7% | -26.7% | -10.1% |
| 6M | +16.6% | +30.6% | -14.0% | +10.8% |
| YTD | +9.7% | +28.8% | -19.1% | +3.7% |
| 1Y | +10.9% | +57.8% | -46.9% | +1.9% |
| All | +10.9% | +58.9% | -48.1% | +1.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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