+61.6%
NBIX vs SAN
+385.2%
-323.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -7.0% |
| 6M | +20.6% | +33.2% | -12.6% | +14.4% |
| YTD | +10.1% | +29.1% | -19.0% | +4.7% |
| 1Y | +8.8% | +50.2% | -41.5% | +0.7% |
| 3Y | +42.5% | +351.0% | -308.6% | +9.8% |
| All | +61.6% | +385.2% | -323.6% | +19.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling