+3,748.4%
STZ vs NBIX
+1,192.8%
+2,555.7%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.3% | -5.3% | -5.6% |
| 7D | -7.4% | -1.0% | -6.3% | -7.3% |
| 30D | -10.9% | -5.1% | -5.8% | -10.5% |
| 3M | -13.4% | -4.9% | -8.5% | -13.2% |
| 6M | -16.2% | +21.1% | -37.3% | -17.7% |
| YTD | -10.4% | +9.4% | -19.8% | -11.5% |
| 1Y | -14.8% | +7.9% | -22.7% | -15.7% |
| 3Y | -50.1% | +42.0% | -92.1% | -52.3% |
| 5Y | -38.8% | +63.7% | -102.5% | -42.5% |
| 10Y | -14.1% | +207.2% | -221.3% | -25.2% |
| All | +3,748.4% | +1,192.8% | +2,555.7% | +2,176.8% |
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 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