-99.8%
FCEL vs NBIX
+1,201.8%
-1,301.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.1% | +2.0% |
| 7D | +6.3% | +0.4% | +5.9% | +6.1% |
| 30D | -26.7% | -0.2% | -26.5% | -26.6% |
| 3M | -10.2% | -4.0% | -6.2% | -9.3% |
| 6M | +123.5% | +20.6% | +102.9% | +112.1% |
| YTD | +117.4% | +10.1% | +107.2% | +111.2% |
| 1Y | +146.0% | +8.8% | +137.2% | +140.2% |
| 3Y | -61.9% | +42.5% | -104.4% | -66.0% |
| 5Y | -90.5% | +61.5% | -152.0% | -91.8% |
| 10Y | -99.1% | +217.6% | -316.7% | -99.4% |
| All | -99.8% | +1,201.8% | -1,301.7% | -100.0% |
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