+8,107.0%
STLD vs NBIX
+1,522.4%
+6,584.6%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -2.8% | -1.7% | -1.1% | -2.5% |
| 30D | -10.4% | -5.9% | -4.5% | -9.5% |
| 3M | -10.6% | -6.1% | -4.5% | -9.8% |
| 6M | +32.7% | +19.4% | +13.3% | +28.2% |
| YTD | +42.8% | +9.4% | +33.4% | +39.8% |
| 1Y | +86.9% | +7.6% | +79.3% | +83.1% |
| 3Y | +143.8% | +42.0% | +101.8% | +124.1% |
| 5Y | +293.5% | +64.3% | +229.2% | +249.4% |
| 10Y | +1,122.7% | +215.4% | +907.3% | +818.0% |
| All | +8,107.0% | +1,522.4% | +6,584.6% | +2,800.1% |
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