-38.6%
FICO vs NBIX
+14.2%
-52.8%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -1.7% | -15.0% | -16.5% |
| 7D | -19.2% | +1.0% | -20.2% | -19.2% |
| 30D | -14.6% | -3.6% | -11.0% | -14.2% |
| 3M | -20.1% | -7.0% | -13.1% | -19.7% |
| 6M | -36.3% | +16.6% | -53.0% | -38.9% |
| YTD | -44.9% | +9.7% | -54.6% | -46.4% |
| 1Y | -38.6% | +10.9% | -49.5% | -39.5% |
| All | -38.6% | +14.2% | -52.8% | -39.5% |
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