+2,064.0%
FLUT vs NBIX
+268.1%
+1,795.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -9.2% |
| 6M | -8.2% | +20.6% | -28.8% | -8.7% |
| YTD | -53.2% | +10.1% | -63.4% | -53.4% |
| 1Y | -65.6% | +8.8% | -74.4% | -65.7% |
| 3Y | -43.6% | +42.5% | -86.1% | -44.2% |
| 5Y | -50.3% | +61.5% | -111.8% | -51.0% |
| 10Y | -9.3% | +217.6% | -226.9% | -11.4% |
| All | +2,064.0% | +268.1% | +1,795.9% | +1,894.2% |
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