+167.6%
SYK vs NBIX
+220.6%
-53.0%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.9% | -2.9% | -2.1% |
| 7D | -12.3% | -1.1% | -11.2% | -12.1% |
| 30D | -22.4% | -3.3% | -19.1% | -22.0% |
| 3M | -12.3% | -2.7% | -9.7% | -11.9% |
| 6M | -24.3% | +20.6% | -44.9% | -27.0% |
| YTD | -22.8% | +10.4% | -33.2% | -24.5% |
| 1Y | -28.8% | +10.8% | -39.6% | -30.6% |
| 3Y | -4.0% | +43.3% | -47.3% | -13.1% |
| 5Y | +3.8% | +61.8% | -58.0% | -9.6% |
| All | +167.6% | +220.6% | -53.0% | +123.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling