+2,340.5%
FDX vs NBIX
+1,201.8%
+1,138.7%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.1% |
| 7D | -3.3% | +0.4% | -3.6% | -3.3% |
| 30D | -4.5% | -0.2% | -4.4% | -4.5% |
| 3M | -7.3% | -4.0% | -3.4% | -7.1% |
| 6M | +7.5% | +20.6% | -13.1% | +5.1% |
| YTD | +35.1% | +10.1% | +24.9% | +33.2% |
| 1Y | +71.4% | +8.8% | +62.6% | +69.0% |
| 3Y | +60.8% | +42.5% | +18.3% | +52.3% |
| 5Y | +65.5% | +61.5% | +4.0% | +53.4% |
| 10Y | +181.3% | +217.6% | -36.3% | +135.1% |
| All | +2,340.5% | +1,201.8% | +1,138.7% | +1,285.4% |
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