+1,161.4%
STM vs NBIX
+1,204.8%
-43.4%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.5% | -1.7% |
| 7D | -1.1% | -1.1% | +0.1% | -0.9% |
| 30D | -7.8% | -3.3% | -4.5% | -7.3% |
| 3M | -28.2% | -2.7% | -25.5% | -28.0% |
| 6M | +52.0% | +20.6% | +31.4% | +46.6% |
| YTD | +96.4% | +10.4% | +86.0% | +92.0% |
| 1Y | +98.8% | +10.8% | +88.0% | +94.0% |
| 3Y | +18.3% | +43.3% | -25.0% | +8.7% |
| 5Y | +17.7% | +61.8% | -44.1% | +4.6% |
| 10Y | +652.5% | +218.3% | +434.2% | +474.0% |
| All | +1,161.4% | +1,204.8% | -43.4% | +298.9% |
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