+402.4%
SLB vs NBIX
+1,204.8%
-802.3%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.9% | -2.7% | -1.9% |
| 7D | -2.4% | -1.1% | -1.3% | -2.3% |
| 30D | +4.9% | -3.3% | +8.2% | +5.3% |
| 3M | +1.4% | -2.7% | +4.1% | +1.5% |
| 6M | +17.6% | +20.6% | -2.9% | +14.3% |
| YTD | +48.3% | +10.4% | +37.9% | +45.5% |
| 1Y | +58.7% | +10.8% | +47.8% | +55.3% |
| 3Y | +0.6% | +43.3% | -42.7% | -5.9% |
| 5Y | +133.6% | +61.8% | +71.7% | +113.2% |
| 10Y | -4.4% | +218.3% | -222.7% | -21.9% |
| All | +402.4% | +1,204.8% | -802.3% | +137.6% |
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