+6,026.3%
NBIX vs SSNC
+1,034.4%
+4,991.8%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | -1.0% |
| 7D | +0.4% | -4.0% | +4.4% | +2.2% |
| 30D | -0.2% | +0.5% | -0.7% | -0.6% |
| 3M | -4.0% | +18.9% | -22.9% | -12.2% |
| 6M | +20.6% | +10.8% | +9.8% | +13.6% |
| YTD | +10.1% | -7.1% | +17.3% | +12.0% |
| 1Y | +8.8% | -9.6% | +18.4% | +11.9% |
| 3Y | +42.5% | +51.1% | -8.6% | +11.1% |
| 5Y | +61.5% | +19.7% | +41.8% | +37.2% |
| 10Y | +217.6% | +172.3% | +45.3% | +49.1% |
| All | +6,026.3% | +1,034.4% | +4,991.8% | +1,068.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SSNC.
Daily Out/Under-Performance
Portfolio return minus SSNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SSNC 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 SSNC 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