+596.0%
SIMO vs NBIX
+219.9%
+376.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -0.2% | +7.5% | +7.3% |
| 7D | +11.0% | +0.4% | +10.7% | +10.9% |
| 30D | +17.9% | -0.2% | +18.1% | +17.8% |
| 3M | +3.9% | -4.0% | +7.9% | +4.4% |
| 6M | +131.0% | +20.6% | +110.4% | +121.4% |
| YTD | +209.3% | +10.1% | +199.2% | +201.4% |
| 1Y | +223.8% | +8.8% | +215.0% | +216.1% |
| 3Y | +479.2% | +42.5% | +436.7% | +429.5% |
| 5Y | +316.0% | +61.5% | +254.5% | +265.5% |
| All | +596.0% | +219.9% | +376.2% | +475.1% |
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