+5,653.1%
FAST vs NBIX
+1,192.8%
+4,460.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | +1.8% | -1.7% | +3.5% | +2.0% |
| 30D | -6.4% | -5.9% | -0.5% | -5.8% |
| 3M | +5.3% | -6.1% | +11.4% | +5.9% |
| 6M | +5.4% | +19.4% | -14.0% | +3.0% |
| YTD | +23.6% | +9.4% | +14.2% | +21.8% |
| 1Y | +4.1% | +7.6% | -3.5% | +2.6% |
| 3Y | +92.4% | +42.0% | +50.4% | +81.2% |
| 5Y | +106.1% | +64.3% | +41.8% | +89.2% |
| 10Y | +524.1% | +215.4% | +308.7% | +410.6% |
| All | +5,653.1% | +1,192.8% | +4,460.3% | +2,556.9% |
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