+5.4%
FOXA vs NBIX
+8.2%
-2.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.8% | +0.9% | -2.1% |
| 7D | +4.9% | +9.1% | -4.2% | +3.1% |
| 30D | +9.0% | +9.8% | -0.8% | +7.0% |
| 3M | +15.8% | -1.1% | +16.9% | +15.1% |
| 6M | +9.2% | +18.3% | -9.1% | +5.6% |
| YTD | -6.5% | +12.6% | -19.2% | -8.8% |
| 1Y | +5.4% | +3.9% | +1.5% | +4.2% |
| All | +5.4% | +8.2% | -2.7% | +4.2% |
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 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