+560.0%
STRL vs NBIX
+43.8%
+516.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.2% | +5.6% | +5.5% |
| 7D | +5.0% | +0.4% | +4.7% | +4.9% |
| 30D | -6.9% | -0.2% | -6.7% | -6.9% |
| 3M | -39.1% | -4.0% | -35.1% | -39.0% |
| 6M | +21.5% | +20.6% | +0.9% | +13.8% |
| YTD | +66.9% | +10.1% | +56.7% | +59.8% |
| 1Y | +61.6% | +8.8% | +52.9% | +55.5% |
| 3Y | +560.0% | +42.5% | +517.5% | +498.0% |
| All | +560.0% | +43.8% | +516.2% | +498.0% |
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