+42.5%
NBIX vs SFM
+82.1%
-39.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.2% |
| 7D | +0.4% | -10.6% | +11.0% | +0.7% |
| 30D | -0.2% | -15.5% | +15.3% | +0.3% |
| 3M | -4.0% | -17.4% | +13.4% | -3.5% |
| 6M | +20.6% | -3.4% | +24.0% | +20.7% |
| YTD | +10.1% | -8.7% | +18.8% | +10.5% |
| 1Y | +8.8% | -47.2% | +56.0% | +12.3% |
| 3Y | +42.5% | +82.7% | -40.2% | +48.5% |
| All | +42.5% | +82.1% | -39.6% | +48.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 3y: compounded portfolio wealth divided by compounded SFM 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…
3y analysis · Full analysis span regression · 6 months rolling