-83.1%
FRMI vs NBIX
+11.5%
-94.6%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.2% | +2.3% | +2.1% |
| 7D | +7.4% | +0.4% | +7.0% | +7.4% |
| 30D | -27.6% | -0.2% | -27.5% | -27.6% |
| 3M | -20.9% | -4.0% | -16.9% | -18.3% |
| 6M | -36.6% | +20.6% | -57.2% | -37.1% |
| YTD | -31.3% | +10.1% | -41.4% | -31.4% |
| All | -83.1% | +11.5% | -94.6% | -81.8% |
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