-40.8%
SOFI vs NBIX
+16.6%
-57.5%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.7% | +2.9% | +3.5% |
| 7D | +1.4% | +14.1% | -12.7% | -0.7% |
| 30D | +9.2% | +15.1% | -6.0% | +6.6% |
| 3M | -7.1% | 0.0% | -7.1% | -7.1% |
| 6M | +7.3% | +23.9% | -16.6% | +3.7% |
| YTD | -33.6% | +17.1% | -50.7% | -35.1% |
| 1Y | -40.8% | +16.0% | -56.8% | -42.5% |
| All | -40.8% | +16.6% | -57.5% | -42.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling