+2,848.1%
SWKS vs NBIX
+1,197.0%
+1,651.1%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.7% | +5.2% | +3.9% |
| 7D | +12.5% | +1.0% | +11.5% | +12.3% |
| 30D | +10.5% | -3.6% | +14.1% | +11.3% |
| 3M | -7.4% | -7.0% | -0.4% | -6.2% |
| 6M | +32.7% | +16.6% | +16.0% | +27.3% |
| YTD | +19.2% | +9.7% | +9.4% | +15.6% |
| 1Y | +2.4% | +10.9% | -8.5% | -1.0% |
| 3Y | -25.6% | +40.7% | -66.3% | -33.1% |
| 5Y | -53.4% | +62.3% | -115.8% | -60.0% |
| 10Y | +23.2% | +214.8% | -191.6% | -14.0% |
| All | +2,848.1% | +1,197.0% | +1,651.1% | +988.8% |
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