+42.5%
NBIX vs SM
-0.9%
+43.4%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.2% |
| 7D | +0.4% | +4.6% | -4.2% | 0.0% |
| 30D | -0.2% | +18.2% | -18.4% | -1.5% |
| 3M | -4.0% | +22.5% | -26.5% | -5.8% |
| 6M | +20.6% | +50.6% | -30.0% | +14.9% |
| YTD | +10.1% | +108.1% | -98.0% | +0.7% |
| 1Y | +8.8% | +46.0% | -37.2% | +4.2% |
| 3Y | +42.5% | +2.9% | +39.6% | +34.6% |
| All | +42.5% | -0.9% | +43.4% | +34.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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