-2.3%
FERG vs NBIX
+14.2%
-16.4%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.7% | +4.0% | +2.4% |
| 7D | 0.0% | +1.0% | -1.1% | -0.1% |
| 30D | -10.2% | -3.6% | -6.6% | -9.9% |
| 3M | -0.6% | -7.0% | +6.4% | -0.9% |
| 6M | -6.5% | +16.6% | -23.2% | -10.2% |
| YTD | +4.2% | +9.7% | -5.6% | +1.0% |
| 1Y | -2.3% | +10.9% | -13.1% | -7.2% |
| All | -2.3% | +14.2% | -16.4% | -7.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling