+1,149.8%
NBIX vs SCCO
+28,483.1%
-27,333.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.1% |
| 7D | +0.4% | -2.7% | +3.0% | +1.0% |
| 30D | -0.2% | -0.7% | +0.5% | -0.4% |
| 3M | -4.0% | +8.1% | -12.1% | -7.2% |
| 6M | +20.6% | +4.1% | +16.5% | +16.4% |
| YTD | +10.1% | +41.1% | -31.0% | -3.9% |
| 1Y | +8.8% | +95.6% | -86.8% | -14.5% |
| 3Y | +42.5% | +179.3% | -136.8% | -3.5% |
| 5Y | +61.5% | +308.3% | -246.8% | -7.3% |
| 10Y | +217.6% | +1,090.2% | -872.7% | +18.7% |
| All | +1,149.8% | +28,483.1% | -27,333.4% | +70.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SCCO.
Daily Out/Under-Performance
Portfolio return minus SCCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCCO 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 SCCO 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