-5.7%
SW vs NBIX
+66.5%
-72.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.3% | -3.1% | -3.4% |
| 7D | -2.6% | -1.0% | -1.5% | -2.4% |
| 30D | -7.5% | -5.1% | -2.4% | -6.8% |
| 3M | +10.3% | -4.9% | +15.2% | +11.0% |
| 6M | +5.4% | +21.1% | -15.6% | +2.1% |
| YTD | +17.9% | +9.4% | +8.5% | +15.6% |
| 1Y | -2.4% | +7.9% | -10.3% | -4.1% |
| 3Y | +28.7% | +42.0% | -13.3% | +20.7% |
| 5Y | -5.7% | +63.7% | -69.4% | -18.7% |
| All | -5.7% | +66.5% | -72.2% | -18.7% |
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