+27.2%
SITM vs NBIX
+8.2%
+19.0%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.0% | -3.8% | -8.2% | -10.5% |
| 7D | -27.3% | +9.1% | -36.4% | -29.5% |
| 30D | -50.1% | +9.8% | -59.9% | -51.7% |
| 3M | -34.6% | -1.1% | -33.6% | -34.4% |
| 6M | -40.5% | +18.3% | -58.8% | -47.7% |
| YTD | +0.5% | +12.6% | -12.1% | -7.1% |
| 1Y | +27.2% | +3.9% | +23.3% | +28.2% |
| All | +27.2% | +8.2% | +19.0% | +28.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling