+5,257.7%
FFIV vs NBIX
+2,955.0%
+2,302.7%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.9% | -2.4% | -1.7% |
| 7D | +1.6% | -1.1% | +2.7% | +1.8% |
| 30D | -3.7% | -3.3% | -0.4% | -3.1% |
| 3M | +2.0% | -2.7% | +4.6% | +2.1% |
| 6M | +39.3% | +20.6% | +18.7% | +33.0% |
| YTD | +56.1% | +10.4% | +45.7% | +51.6% |
| 1Y | +22.0% | +10.8% | +11.1% | +18.2% |
| 3Y | +148.2% | +43.3% | +104.9% | +122.1% |
| 5Y | +96.3% | +61.8% | +34.5% | +68.4% |
| 10Y | +237.6% | +218.3% | +19.3% | +130.9% |
| All | +5,257.7% | +2,955.0% | +2,302.7% | +855.7% |
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