-65.0%
FIS vs NBIX
+59.9%
-125.0%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.2% |
| 7D | -7.9% | +0.4% | -8.3% | -8.0% |
| 30D | -8.0% | -0.2% | -7.8% | -8.0% |
| 3M | +0.6% | -4.0% | +4.6% | +1.1% |
| 6M | -22.2% | +20.6% | -42.8% | -24.8% |
| YTD | -40.8% | +10.1% | -50.9% | -42.0% |
| 1Y | -41.5% | +8.8% | -50.3% | -42.7% |
| 3Y | -25.5% | +42.5% | -68.0% | -33.8% |
| All | -65.0% | +59.9% | -125.0% | -70.9% |
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