-49.5%
FLUT vs NBIX
+59.9%
-109.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.1% | +1.9% |
| 7D | +0.4% | +0.4% | +0.1% | +0.4% |
| 30D | +2.5% | -0.2% | +2.7% | +2.5% |
| 3M | -9.2% | -4.0% | -5.3% | -8.9% |
| 6M | -8.2% | +20.6% | -28.8% | -12.2% |
| YTD | -53.2% | +10.1% | -63.4% | -54.6% |
| 1Y | -65.6% | +8.8% | -74.4% | -66.6% |
| 3Y | -43.6% | +42.5% | -86.1% | -50.7% |
| All | -49.5% | +59.9% | -109.4% | -57.5% |
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 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