+210.0%
SHEL vs NBIX
+219.9%
-9.9%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.1% | +0.9% |
| 7D | +4.1% | +0.4% | +3.7% | +4.1% |
| 30D | +8.4% | -0.2% | +8.6% | +8.4% |
| 3M | +13.7% | -4.0% | +17.7% | +14.1% |
| 6M | +12.7% | +20.6% | -7.9% | +9.1% |
| YTD | +35.3% | +10.1% | +25.2% | +32.5% |
| 1Y | +39.4% | +8.8% | +30.6% | +36.4% |
| 3Y | +71.5% | +42.5% | +29.0% | +57.3% |
| 5Y | +195.0% | +61.5% | +133.5% | +161.3% |
| All | +210.0% | +219.9% | -9.9% | +155.9% |
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 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