-14.4%
SMR vs NBIX
+74.6%
-89.0%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | -0.2% | -15.4% | -15.6% |
| 7D | -11.2% | +0.4% | -11.6% | -11.4% |
| 30D | -10.2% | -0.2% | -10.0% | -10.3% |
| 3M | -10.0% | -4.0% | -6.0% | -9.2% |
| 6M | -30.5% | +20.6% | -51.0% | -36.2% |
| YTD | -39.2% | +10.1% | -49.4% | -42.3% |
| 1Y | -75.5% | +8.8% | -84.3% | -76.6% |
| 3Y | +45.4% | +42.5% | +3.0% | +18.0% |
| All | -14.4% | +74.6% | -89.0% | -32.7% |
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