+84.2%
FCX vs NBIX
+43.8%
+40.4%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.1% |
| 7D | -2.3% | +0.4% | -2.7% | -2.4% |
| 30D | +2.7% | -0.2% | +2.8% | +2.7% |
| 3M | +7.4% | -4.0% | +11.4% | +7.9% |
| 6M | +16.0% | +20.6% | -4.6% | +10.4% |
| YTD | +40.9% | +10.1% | +30.8% | +36.5% |
| 1Y | +56.4% | +8.8% | +47.6% | +51.4% |
| 3Y | +84.2% | +42.5% | +41.7% | +66.0% |
| All | +84.2% | +43.8% | +40.4% | +66.0% |
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 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