+205.1%
NBIX vs SAN
+357.1%
-152.0%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.3% | -2.5% | -0.6% |
| 7D | +0.4% | +0.2% | +0.2% | +0.3% |
| 30D | -0.2% | +0.9% | -1.1% | -0.4% |
| 3M | -4.0% | +19.1% | -23.1% | -7.2% |
| 6M | +20.6% | +33.2% | -12.6% | +13.9% |
| YTD | +10.1% | +29.1% | -19.0% | +4.3% |
| 1Y | +8.8% | +50.2% | -41.5% | 0.0% |
| 3Y | +42.5% | +351.0% | -308.6% | +5.9% |
| 5Y | +61.5% | +394.7% | -333.2% | +14.9% |
| All | +205.1% | +357.1% | -152.0% | +112.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling