+165.5%
SITM vs NBIX
+14.2%
+151.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -1.7% | +8.3% | +7.2% |
| 7D | +9.7% | +1.0% | +8.7% | +9.2% |
| 30D | +12.7% | -3.6% | +16.3% | +14.1% |
| 3M | -13.4% | -7.0% | -6.4% | -11.9% |
| 6M | +59.6% | +16.6% | +43.0% | +42.9% |
| YTD | +73.3% | +9.7% | +63.6% | +60.9% |
| 1Y | +165.5% | +10.9% | +154.7% | +143.2% |
| All | +165.5% | +14.2% | +151.4% | +143.2% |
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