+1,122.9%
SCHG vs NBIX
+5,539.7%
-4,416.8%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +5.8% |
| 6M | +14.4% | +20.6% | -6.2% | +11.1% |
| YTD | +8.0% | +10.1% | -2.1% | +6.1% |
| 1Y | +12.7% | +8.8% | +3.9% | +10.7% |
| 3Y | +85.6% | +42.5% | +43.1% | +73.3% |
| 5Y | +85.5% | +61.5% | +24.0% | +68.9% |
| 10Y | +456.0% | +217.6% | +238.4% | +355.6% |
| All | +1,122.9% | +5,539.7% | -4,416.8% | +555.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling