+153.1%
SO vs NBIX
+219.9%
-66.8%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.4% | -0.7% |
| 7D | -1.1% | +0.4% | -1.4% | -1.1% |
| 30D | -5.0% | -0.2% | -4.8% | -5.0% |
| 3M | -5.8% | -4.0% | -1.8% | -5.7% |
| 6M | -7.9% | +20.6% | -28.5% | -9.0% |
| YTD | +2.4% | +10.1% | -7.7% | +1.7% |
| 1Y | -2.3% | +8.8% | -11.0% | -3.0% |
| 3Y | +41.9% | +42.5% | -0.6% | +37.4% |
| 5Y | +58.1% | +61.5% | -3.4% | +51.2% |
| All | +153.1% | +219.9% | -66.8% | +140.9% |
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