+1,149.8%
NBIX vs SM
+955.2%
+194.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.2% |
| 7D | +0.4% | +4.6% | -4.2% | -0.3% |
| 30D | -0.2% | +18.2% | -18.4% | -2.6% |
| 3M | -4.0% | +22.5% | -26.5% | -7.3% |
| 6M | +20.6% | +50.6% | -30.0% | +12.0% |
| YTD | +10.1% | +108.1% | -98.0% | -2.8% |
| 1Y | +8.8% | +46.0% | -37.2% | +0.6% |
| 3Y | +42.5% | +2.9% | +39.6% | +34.8% |
| 5Y | +61.5% | +112.6% | -51.1% | +30.2% |
| 10Y | +217.6% | +20.7% | +196.9% | +97.8% |
| All | +1,149.8% | +955.2% | +194.6% | +290.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling