+6,617.7%
SHW vs NBIX
+1,201.8%
+5,415.8%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.2% | +2.1% | +1.9% |
| 7D | -3.1% | +0.4% | -3.5% | -3.1% |
| 30D | -10.0% | -0.2% | -9.9% | -10.0% |
| 3M | +2.3% | -4.0% | +6.3% | +2.5% |
| 6M | +0.7% | +20.6% | -19.9% | -1.1% |
| YTD | +0.5% | +10.1% | -9.7% | -0.7% |
| 1Y | -11.5% | +8.8% | -20.3% | -12.5% |
| 3Y | +21.3% | +42.5% | -21.2% | +16.0% |
| 5Y | +12.5% | +61.5% | -49.0% | +5.7% |
| 10Y | +287.3% | +217.6% | +69.7% | +234.1% |
| All | +6,617.7% | +1,201.8% | +5,415.8% | +4,295.4% |
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