+103.6%
FFIV vs NBIX
+59.9%
+43.7%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.2% | +3.5% | +3.4% |
| 7D | +5.4% | +0.4% | +5.1% | +5.4% |
| 30D | -2.7% | -0.2% | -2.5% | -2.7% |
| 3M | +4.5% | -4.0% | +8.5% | +4.7% |
| 6M | +42.2% | +20.6% | +21.6% | +37.0% |
| YTD | +61.3% | +10.1% | +51.1% | +57.5% |
| 1Y | +23.0% | +8.8% | +14.3% | +20.2% |
| 3Y | +156.3% | +42.5% | +113.8% | +131.4% |
| All | +103.6% | +59.9% | +43.7% | +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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling