+660.9%
FITB vs NBIX
+1,201.8%
-540.9%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.8% | +0.6% |
| 7D | -0.3% | +0.4% | -0.6% | -0.3% |
| 30D | -5.7% | -0.2% | -5.5% | -5.7% |
| 3M | +3.2% | -4.0% | +7.1% | +3.5% |
| 6M | +23.4% | +20.6% | +2.8% | +19.3% |
| YTD | +18.8% | +10.1% | +8.6% | +16.3% |
| 1Y | +25.0% | +8.8% | +16.2% | +22.3% |
| 3Y | +131.2% | +42.5% | +88.7% | +113.6% |
| 5Y | +70.7% | +61.5% | +9.2% | +53.4% |
| 10Y | +289.4% | +217.6% | +71.8% | +202.1% |
| All | +660.9% | +1,201.8% | -540.9% | +221.5% |
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 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