+1,784.5%
SGI vs NBIX
+188.8%
+1,595.7%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.0% |
| 7D | -4.5% | +0.4% | -4.8% | -4.5% |
| 30D | +4.2% | -0.2% | +4.3% | +4.1% |
| 3M | -7.4% | -4.0% | -3.5% | -7.0% |
| 6M | -15.1% | +20.6% | -35.7% | -18.5% |
| YTD | -24.7% | +10.1% | -34.8% | -26.6% |
| 1Y | -21.8% | +8.8% | -30.5% | -23.7% |
| 3Y | +50.0% | +42.5% | +7.6% | +35.7% |
| 5Y | +48.9% | +61.5% | -12.5% | +29.8% |
| 10Y | +267.1% | +217.6% | +49.5% | +164.9% |
| All | +1,784.5% | +188.8% | +1,595.7% | +579.8% |
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