-67.1%
SE vs NBIX
+59.9%
-127.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.1% | -1.3% |
| 7D | -5.2% | +0.4% | -5.6% | -5.3% |
| 30D | -17.1% | -0.2% | -16.9% | -17.1% |
| 3M | +24.0% | -4.0% | +28.0% | +24.8% |
| 6M | +21.0% | +20.6% | +0.4% | +12.5% |
| YTD | -16.7% | +10.1% | -26.9% | -20.5% |
| 1Y | -45.9% | +8.8% | -54.7% | -48.4% |
| 3Y | +177.8% | +42.5% | +135.3% | +117.4% |
| All | -67.1% | +59.9% | -127.1% | -78.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling