+14.5%
FN vs NBIX
+10.4%
+4.1%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.2% | +2.9% | +2.7% |
| 7D | +1.8% | +0.4% | +1.4% | +1.6% |
| 30D | -27.5% | -0.2% | -27.3% | -27.5% |
| 3M | -28.8% | -4.0% | -24.8% | -28.8% |
| 6M | -20.9% | +20.6% | -41.5% | -29.5% |
| YTD | -8.9% | +10.1% | -19.1% | -14.1% |
| 1Y | +14.5% | +8.8% | +5.7% | +8.6% |
| All | +14.5% | +10.4% | +4.1% | +8.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling