+3,772.7%
FN vs NBIX
+2,597.9%
+1,174.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.3% | +2.5% | +2.2% |
| 7D | +3.5% | -1.0% | +4.6% | +3.7% |
| 30D | -26.0% | -5.1% | -20.9% | -25.5% |
| 3M | -33.3% | -4.9% | -28.4% | -33.0% |
| 6M | -14.9% | +21.1% | -36.0% | -17.7% |
| YTD | -8.6% | +9.4% | -17.9% | -10.3% |
| 1Y | +12.3% | +7.9% | +4.4% | +10.5% |
| 3Y | +174.4% | +42.0% | +132.4% | +156.8% |
| 5Y | +296.4% | +63.7% | +232.7% | +259.9% |
| 10Y | +890.0% | +207.2% | +682.8% | +707.0% |
| All | +3,772.7% | +2,597.9% | +1,174.7% | +1,878.3% |
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