-34.6%
AFRM vs NBIX
+59.9%
-94.6%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.2% | +5.3% | +5.2% |
| 7D | -1.3% | +0.4% | -1.6% | -1.4% |
| 30D | -2.7% | -0.2% | -2.5% | -2.8% |
| 3M | +7.4% | -4.0% | +11.4% | +8.6% |
| 6M | +40.7% | +20.6% | +20.1% | +24.6% |
| YTD | -4.0% | +10.1% | -14.2% | -11.0% |
| 1Y | -12.2% | +8.8% | -21.0% | -18.9% |
| 3Y | +203.1% | +42.5% | +160.6% | +100.6% |
| All | -34.6% | +59.9% | -94.6% | -67.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling