+970.2%
NBIX vs SFM
+106.3%
+863.9%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.2% | +1.1% |
| 7D | -1.1% | -8.8% | +7.6% | 0.0% |
| 30D | -3.3% | -14.5% | +11.1% | -1.5% |
| 3M | -2.7% | -16.8% | +14.2% | -0.7% |
| 6M | +20.6% | -5.3% | +25.9% | +20.6% |
| YTD | +10.4% | -9.4% | +19.8% | +10.7% |
| 1Y | +10.8% | -46.2% | +57.0% | +18.6% |
| 3Y | +43.3% | +81.3% | -38.0% | +25.1% |
| 5Y | +61.8% | +211.9% | -150.0% | +25.1% |
| 10Y | +218.3% | +268.4% | -50.1% | +115.1% |
| All | +970.2% | +106.3% | +863.9% | +781.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling