+20.6%
NBIX vs SFM
-8.5%
+29.1%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.2% | +1.0% |
| 7D | -1.1% | -8.8% | +7.6% | -0.5% |
| 30D | -3.3% | -14.5% | +11.1% | -2.3% |
| 3M | -2.7% | -16.8% | +14.2% | -1.6% |
| 6M | +20.6% | -5.3% | +25.9% | +20.9% |
| All | +20.6% | -8.5% | +29.1% | +20.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling