-50.0%
STZ vs NBIX
+42.9%
-92.8%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -6.0% | -1.7% | -4.4% | -5.9% |
| 30D | -8.9% | -5.9% | -2.9% | -8.6% |
| 3M | -12.6% | -6.1% | -6.4% | -12.3% |
| 6M | -17.2% | +19.4% | -36.6% | -18.6% |
| YTD | -10.0% | +9.4% | -19.4% | -11.0% |
| 1Y | -14.3% | +7.6% | -21.9% | -15.1% |
| All | -50.0% | +42.9% | -92.8% | -53.6% |
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