+724.4%
SW vs NBIX
+3,635.8%
-2,911.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.6% | -2.3% | +0.1% |
| 7D | +1.8% | +16.2% | -14.4% | +1.3% |
| 30D | +7.0% | +18.5% | -11.5% | +6.4% |
| 3M | -7.6% | +3.3% | -11.0% | -7.8% |
| 6M | +8.5% | +10.9% | -2.4% | +8.1% |
| YTD | +17.7% | +19.1% | -1.4% | +16.8% |
| 1Y | +27.1% | +10.8% | +16.2% | +26.4% |
| 3Y | +48.2% | +50.6% | -2.4% | +45.8% |
| 5Y | -2.3% | +83.4% | -85.7% | -4.6% |
| 10Y | +183.3% | +228.1% | -44.7% | +173.8% |
| All | +724.4% | +3,635.8% | -2,911.4% | +682.2% |
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