+15.9%
STZ vs NBIX
+16.6%
-0.7%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +0.7% | +4.6% | +5.4% |
| 7D | +13.0% | +14.1% | -1.1% | +13.6% |
| 30D | +29.4% | +15.1% | +14.3% | +30.2% |
| 3M | +11.6% | 0.0% | +11.6% | +11.8% |
| 6M | -0.2% | +23.9% | -24.1% | +0.2% |
| YTD | +8.6% | +17.1% | -8.5% | +9.7% |
| 1Y | +15.9% | +16.0% | 0.0% | +17.8% |
| All | +15.9% | +16.6% | -0.7% | +17.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling