+487.3%
NBIX vs SNY
+241.9%
+245.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.3% |
| 7D | +0.4% | -3.3% | +3.7% | +2.0% |
| 30D | -0.2% | -2.2% | +2.0% | +0.8% |
| 3M | -4.0% | -3.0% | -1.0% | -2.9% |
| 6M | +20.6% | +2.7% | +17.9% | +18.1% |
| YTD | +10.1% | -6.8% | +17.0% | +13.3% |
| 1Y | +8.8% | -5.3% | +14.1% | +10.3% |
| 3Y | +42.5% | -9.8% | +52.3% | +41.3% |
| 5Y | +61.5% | +9.7% | +51.8% | +38.4% |
| 10Y | +217.6% | +64.5% | +153.1% | +109.0% |
| All | +487.3% | +241.9% | +245.4% | +146.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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