-100.0%
SOXS vs NBIX
+6,519.5%
-6,619.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.2% | -5.3% | -5.7% |
| 7D | -4.7% | +0.4% | -5.1% | -4.6% |
| 30D | +7.7% | -0.2% | +7.9% | +7.5% |
| 3M | -10.2% | -4.0% | -6.2% | -11.7% |
| 6M | -99.2% | +20.6% | -119.8% | -99.2% |
| YTD | -99.5% | +10.1% | -109.7% | -99.5% |
| 1Y | -99.8% | +8.8% | -108.5% | -99.7% |
| 3Y | -100.0% | +42.5% | -142.5% | -100.0% |
| 5Y | -100.0% | +61.5% | -161.5% | -100.0% |
| 10Y | -100.0% | +217.6% | -317.6% | -100.0% |
| All | -100.0% | +6,519.5% | -6,619.5% | -100.0% |
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