+1,311.2%
FERG vs NBIX
+5,729.1%
-4,417.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.7% |
| 7D | -2.6% | +0.4% | -2.9% | -2.6% |
| 30D | -8.9% | -0.2% | -8.7% | -8.9% |
| 3M | -2.0% | -4.0% | +1.9% | -2.0% |
| 6M | -3.2% | +20.6% | -23.8% | -4.1% |
| YTD | +1.5% | +10.1% | -8.6% | +0.9% |
| 1Y | +0.5% | +8.8% | -8.3% | -0.1% |
| 3Y | +50.4% | +42.5% | +7.9% | +47.8% |
| 5Y | +68.7% | +61.5% | +7.2% | +64.9% |
| 10Y | +351.3% | +217.6% | +133.7% | +335.1% |
| All | +1,311.2% | +5,729.1% | -4,417.9% | +1,222.4% |
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