+12,509.0%
FIX vs NBIX
+1,623.8%
+10,885.2%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | +3.5% | -1.7% | +5.2% | +3.8% |
| 30D | -3.5% | -5.9% | +2.4% | -2.7% |
| 3M | -11.8% | -6.1% | -5.7% | -11.2% |
| 6M | +17.8% | +19.4% | -1.6% | +14.6% |
| YTD | +73.3% | +9.4% | +63.9% | +70.6% |
| 1Y | +128.1% | +7.6% | +120.5% | +124.8% |
| 3Y | +772.7% | +42.0% | +730.7% | +720.0% |
| 5Y | +2,166.4% | +64.3% | +2,102.2% | +1,972.6% |
| 10Y | +6,034.5% | +215.4% | +5,819.1% | +4,837.6% |
| All | +12,509.0% | +1,623.8% | +10,885.2% | +5,570.2% |
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