+205.1%
NBIX vs SHAK
+87.2%
+117.9%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.2% | -3.4% | -0.8% |
| 7D | +0.4% | -8.3% | +8.7% | +1.9% |
| 30D | -0.2% | -12.6% | +12.5% | +2.1% |
| 3M | -4.0% | +9.1% | -13.1% | -6.2% |
| 6M | +20.6% | -31.2% | +51.8% | +26.1% |
| YTD | +10.1% | -21.6% | +31.7% | +12.0% |
| 1Y | +8.8% | -38.8% | +47.6% | +15.7% |
| 3Y | +42.5% | +0.6% | +41.9% | +33.9% |
| 5Y | +61.5% | -22.5% | +84.0% | +52.2% |
| All | +205.1% | +87.2% | +117.9% | +114.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK 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 10y: compounded portfolio wealth divided by compounded SHAK 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…
10y analysis · Full analysis span regression · 6 months rolling