-36.5%
STZ vs NBIX
+65.8%
-102.3%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.9% | +0.9% | +1.8% |
| 7D | -4.1% | -1.1% | -3.0% | -4.0% |
| 30D | -7.6% | -3.3% | -4.3% | -7.4% |
| 3M | -12.3% | -2.7% | -9.6% | -12.2% |
| 6M | -16.3% | +20.6% | -36.9% | -18.1% |
| YTD | -8.4% | +10.4% | -18.7% | -9.6% |
| 1Y | -10.8% | +10.8% | -21.7% | -12.2% |
| 3Y | -49.0% | +43.3% | -92.3% | -52.4% |
| 5Y | -36.5% | +61.8% | -98.3% | -42.6% |
| All | -36.5% | +65.8% | -102.3% | -42.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling