+225.6%
FANG vs NBIX
+59.9%
+165.6%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.2% |
| 7D | +2.9% | +0.4% | +2.5% | +2.8% |
| 30D | +2.6% | -0.2% | +2.8% | +2.6% |
| 3M | +7.6% | -4.0% | +11.6% | +7.8% |
| 6M | +17.3% | +20.6% | -3.3% | +13.3% |
| YTD | +38.7% | +10.1% | +28.5% | +35.6% |
| 1Y | +51.6% | +8.8% | +42.9% | +48.1% |
| 3Y | +50.0% | +42.5% | +7.5% | +33.5% |
| All | +225.6% | +59.9% | +165.6% | +167.2% |
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