+116.2%
FICO vs NBIX
+60.3%
+55.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.9% | -3.2% | -2.5% |
| 7D | -14.1% | -1.1% | -13.0% | -13.9% |
| 30D | -7.5% | -3.3% | -4.2% | -6.9% |
| 3M | -21.3% | -2.7% | -18.6% | -21.2% |
| 6M | -25.2% | +20.6% | -45.8% | -28.8% |
| YTD | -43.2% | +10.4% | -53.6% | -45.0% |
| 1Y | -37.2% | +10.8% | -48.1% | -39.4% |
| 3Y | +6.8% | +43.3% | -36.5% | -8.1% |
| All | +116.2% | +60.3% | +55.9% | +63.9% |
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