+4,789.7%
SITM vs NBIX
+39.3%
+4,750.4%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.2% | +5.8% | +5.7% |
| 7D | +3.9% | +0.4% | +3.5% | +3.7% |
| 30D | -6.6% | -0.2% | -6.4% | -6.6% |
| 3M | -11.9% | -4.0% | -7.9% | -11.2% |
| 6M | +81.1% | +20.6% | +60.5% | +62.4% |
| YTD | +80.0% | +10.1% | +69.8% | +68.3% |
| 1Y | +145.8% | +8.8% | +137.0% | +130.7% |
| 3Y | +475.9% | +42.5% | +433.4% | +340.9% |
| 5Y | +189.2% | +61.5% | +127.7% | +99.1% |
| All | +4,789.7% | +39.3% | +4,750.4% | +2,722.8% |
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