+655.9%
STM vs NBIX
+219.9%
+436.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.7% | +1.6% |
| 7D | -1.4% | +0.4% | -1.8% | -1.5% |
| 30D | -4.9% | -0.2% | -4.8% | -4.9% |
| 3M | -34.0% | -4.0% | -30.0% | -33.6% |
| 6M | +51.8% | +20.6% | +31.2% | +43.6% |
| YTD | +99.4% | +10.1% | +89.2% | +92.6% |
| 1Y | +99.1% | +8.8% | +90.3% | +92.5% |
| 3Y | +19.5% | +42.5% | -23.0% | +4.2% |
| 5Y | +19.5% | +61.5% | -42.0% | -1.4% |
| All | +655.9% | +219.9% | +436.0% | +475.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling