+686.9%
SEI vs NBIX
+199.4%
+487.5%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.2% | +5.3% | +5.2% |
| 7D | +22.6% | +0.4% | +22.2% | +22.4% |
| 30D | +9.1% | -0.2% | +9.3% | +9.1% |
| 3M | -11.3% | -4.0% | -7.3% | -10.8% |
| 6M | +22.0% | +20.6% | +1.4% | +14.7% |
| YTD | +47.3% | +10.1% | +37.1% | +41.8% |
| 1Y | +124.8% | +8.8% | +116.0% | +116.6% |
| 3Y | +591.3% | +42.5% | +548.8% | +504.6% |
| 5Y | +1,008.2% | +61.5% | +946.7% | +814.9% |
| All | +686.9% | +199.4% | +487.5% | +450.4% |
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 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