+6,998.2%
FICO vs NBIX
+1,192.8%
+5,805.4%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | 0.0% | +5.3% | +5.3% |
| 7D | -10.6% | -1.7% | -8.9% | -10.3% |
| 30D | -6.3% | -5.9% | -0.4% | -5.6% |
| 3M | -19.7% | -6.1% | -13.6% | -19.2% |
| 6M | -31.8% | +19.4% | -51.2% | -33.7% |
| YTD | -41.8% | +9.4% | -51.2% | -42.9% |
| 1Y | -36.4% | +7.6% | -44.0% | -37.5% |
| 3Y | +9.3% | +42.0% | -32.7% | +1.7% |
| 5Y | +113.0% | +64.3% | +48.7% | +92.8% |
| 10Y | +665.4% | +215.4% | +450.0% | +519.7% |
| All | +6,998.2% | +1,192.8% | +5,805.4% | +3,139.3% |
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