+16.0%
NBIX vs STLA
-53.0%
+68.9%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.8% | -3.1% | +0.7% |
| 7D | +14.1% | -0.6% | +14.7% | +14.1% |
| 30D | +15.1% | +3.6% | +11.6% | +14.9% |
| 3M | 0.0% | -20.6% | +20.6% | +1.0% |
| 6M | +23.9% | -34.3% | +58.2% | +26.3% |
| YTD | +17.1% | -57.3% | +74.4% | +21.0% |
| 1Y | +16.0% | -52.6% | +68.6% | +17.7% |
| All | +16.0% | -53.0% | +68.9% | +17.7% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 1y: compounded portfolio wealth divided by compounded STLA 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…
1y analysis · Full analysis span regression · 6 months rolling