+447.8%
SCHG vs NBIX
+219.9%
+228.0%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +0.9% |
| 7D | -1.0% | +0.4% | -1.4% | -1.1% |
| 30D | -1.3% | -0.2% | -1.1% | -1.3% |
| 3M | +5.4% | -4.0% | +9.4% | +5.9% |
| 6M | +14.4% | +20.6% | -6.2% | +9.6% |
| YTD | +8.0% | +10.1% | -2.1% | +5.2% |
| 1Y | +12.7% | +8.8% | +3.9% | +9.7% |
| 3Y | +85.6% | +42.5% | +43.1% | +66.9% |
| 5Y | +85.5% | +61.5% | +24.0% | +60.3% |
| All | +447.8% | +219.9% | +228.0% | +337.4% |
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