-7.7%
SRE vs NBIX
+16.6%
-24.3%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.7% | -3.6% | -2.9% |
| 7D | -2.1% | +14.1% | -16.2% | -2.1% |
| 30D | +6.1% | +15.1% | -9.1% | +6.1% |
| 3M | -3.5% | 0.0% | -3.5% | -3.6% |
| 6M | -10.8% | +23.9% | -34.6% | -10.3% |
| YTD | -4.0% | +17.1% | -21.1% | -3.1% |
| 1Y | -7.7% | +16.0% | -23.6% | -6.6% |
| All | -7.7% | +16.6% | -24.3% | -6.6% |
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