+304.8%
STLD vs NBIX
+59.9%
+244.8%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.4% | +1.2% |
| 7D | -0.9% | +0.4% | -1.3% | -1.0% |
| 30D | -8.9% | -0.2% | -8.7% | -8.9% |
| 3M | -14.0% | -4.0% | -10.0% | -13.6% |
| 6M | +30.8% | +20.6% | +10.2% | +24.0% |
| YTD | +42.3% | +10.1% | +32.1% | +37.6% |
| 1Y | +81.1% | +8.8% | +72.3% | +75.0% |
| 3Y | +149.2% | +42.5% | +106.7% | +115.0% |
| All | +304.8% | +59.9% | +244.8% | +230.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling