+530.1%
SMTC vs NBIX
+219.9%
+310.3%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.2% | +5.3% | +5.2% |
| 7D | +13.1% | +0.4% | +12.7% | +12.9% |
| 30D | +19.5% | -0.2% | +19.6% | +19.6% |
| 3M | +2.2% | -4.0% | +6.2% | +2.8% |
| 6M | +94.9% | +20.6% | +74.3% | +82.1% |
| YTD | +127.0% | +10.1% | +116.8% | +117.6% |
| 1Y | +174.6% | +8.8% | +165.8% | +163.9% |
| 3Y | +615.9% | +42.5% | +573.4% | +527.6% |
| 5Y | +125.6% | +61.5% | +64.1% | +86.9% |
| All | +530.1% | +219.9% | +310.3% | +392.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling