-7.2%
SYK vs NBIX
+44.2%
-51.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.9% | -2.9% | -2.1% |
| 7D | -12.3% | -1.1% | -11.2% | -12.2% |
| 30D | -22.4% | -3.3% | -19.1% | -22.1% |
| 3M | -12.3% | -2.7% | -9.7% | -11.8% |
| 6M | -24.3% | +20.6% | -44.9% | -25.9% |
| YTD | -22.8% | +10.4% | -33.2% | -23.7% |
| 1Y | -28.8% | +10.8% | -39.6% | -29.8% |
| All | -7.2% | +44.2% | -51.4% | -14.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling