+171.9%
SAP vs NBIX
+219.9%
-48.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.2% |
| 7D | -4.1% | +0.4% | -4.4% | -4.1% |
| 30D | +1.1% | -0.2% | +1.3% | +1.0% |
| 3M | +26.1% | -4.0% | +30.1% | +26.5% |
| 6M | +9.8% | +20.6% | -10.8% | +6.4% |
| YTD | -13.6% | +10.1% | -23.7% | -15.4% |
| 1Y | -18.7% | +8.8% | -27.5% | -20.3% |
| 3Y | +54.1% | +42.5% | +11.6% | +42.2% |
| 5Y | +54.7% | +61.5% | -6.7% | +38.3% |
| All | +171.9% | +219.9% | -48.0% | +125.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NBIX.
Daily Out/Under-Performance
Portfolio return minus NBIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NBIX 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 10y: compounded portfolio wealth divided by compounded NBIX 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…
10y analysis · Full analysis span regression · 6 months rolling