+93.1%
FOXA vs NBIX
+59.9%
+33.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.4% | +1.2% |
| 7D | +0.8% | +0.4% | +0.4% | +0.7% |
| 30D | +5.0% | -0.2% | +5.2% | +5.0% |
| 3M | -3.0% | -4.0% | +1.0% | -2.6% |
| 6M | +14.8% | +20.6% | -5.8% | +10.4% |
| YTD | -8.9% | +10.1% | -19.1% | -11.0% |
| 1Y | +13.3% | +8.8% | +4.5% | +10.7% |
| 3Y | +115.4% | +42.5% | +72.9% | +92.6% |
| All | +93.1% | +59.9% | +33.2% | +59.6% |
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 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