+4,137.2%
SPG vs NBIX
+1,201.8%
+2,935.3%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.1% |
| 7D | -1.2% | +0.4% | -1.5% | -1.2% |
| 30D | -6.1% | -0.2% | -6.0% | -6.1% |
| 3M | -3.6% | -4.0% | +0.3% | -3.3% |
| 6M | +10.4% | +20.6% | -10.2% | +7.4% |
| YTD | +14.4% | +10.1% | +4.2% | +12.5% |
| 1Y | +16.5% | +8.8% | +7.8% | +14.6% |
| 3Y | +106.8% | +42.5% | +64.3% | +93.9% |
| 5Y | +108.9% | +61.5% | +47.4% | +91.2% |
| 10Y | +63.9% | +217.6% | -153.7% | +33.0% |
| All | +4,137.2% | +1,201.8% | +2,935.3% | +2,008.8% |
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