+821.2%
SPYM vs NBIX
+178.9%
+642.3%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.1% | +0.9% |
| 7D | -0.8% | +0.4% | -1.2% | -0.8% |
| 30D | -1.1% | -0.2% | -0.9% | -1.1% |
| 3M | +3.9% | -4.0% | +7.9% | +4.1% |
| 6M | +13.6% | +20.6% | -7.0% | +11.1% |
| YTD | +12.7% | +10.1% | +2.6% | +11.2% |
| 1Y | +17.6% | +8.8% | +8.8% | +16.0% |
| 3Y | +77.2% | +42.5% | +34.7% | +68.2% |
| 5Y | +84.1% | +61.5% | +22.6% | +71.4% |
| 10Y | +323.8% | +217.6% | +106.3% | +260.7% |
| All | +821.2% | +178.9% | +642.3% | +446.1% |
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