+28.7%
SRE vs NBIX
+43.8%
-15.2%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.8% |
| 7D | -0.8% | +0.4% | -1.2% | -0.9% |
| 30D | -3.0% | -0.2% | -2.8% | -3.0% |
| 3M | -8.3% | -4.0% | -4.3% | -8.1% |
| 6M | -8.9% | +20.6% | -29.5% | -10.9% |
| YTD | -4.3% | +10.1% | -14.4% | -5.5% |
| 1Y | +2.7% | +8.8% | -6.1% | +1.4% |
| 3Y | +28.7% | +42.5% | -13.8% | +18.6% |
| All | +28.7% | +43.8% | -15.2% | +18.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling