+333.8%
FIS vs NBIX
+334.5%
-0.7%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -1.0% |
| 7D | -9.0% | +0.4% | -9.3% | -9.0% |
| 30D | -9.0% | -0.2% | -8.8% | -9.0% |
| 3M | -0.5% | -4.0% | +3.4% | -0.2% |
| 6M | -23.1% | +20.6% | -43.7% | -25.1% |
| YTD | -41.5% | +10.1% | -51.6% | -42.4% |
| 1Y | -42.2% | +8.8% | -51.0% | -43.1% |
| 3Y | -26.3% | +42.5% | -68.8% | -30.9% |
| 5Y | -65.2% | +61.5% | -126.7% | -68.1% |
| 10Y | -40.8% | +217.6% | -258.3% | -51.8% |
| All | +333.8% | +334.5% | -0.7% | +133.2% |
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