+727.6%
SW vs NBIX
+3,642.0%
-2,914.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.4% |
| 7D | +2.2% | +2.6% | -0.4% | +2.1% |
| 30D | +7.4% | +18.7% | -11.3% | +6.8% |
| 3M | -5.9% | +2.6% | -8.5% | -6.1% |
| 6M | +9.0% | +11.1% | -2.1% | +8.5% |
| YTD | +18.1% | +19.3% | -1.1% | +17.3% |
| 1Y | +28.7% | +12.7% | +15.9% | +27.9% |
| 3Y | +48.8% | +57.8% | -9.1% | +46.3% |
| 5Y | +2.5% | +84.1% | -81.7% | +0.1% |
| 10Y | +184.4% | +219.2% | -34.8% | +175.0% |
| All | +727.6% | +3,642.0% | -2,914.5% | +685.2% |
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