+34.6%
FROG vs NBIX
+49.3%
-14.7%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.4% | -1.6% |
| 7D | -0.5% | +0.4% | -0.9% | -0.6% |
| 30D | +1.3% | -0.2% | +1.5% | +1.2% |
| 3M | +11.1% | -4.0% | +15.1% | +11.8% |
| 6M | +108.3% | +20.6% | +87.7% | +97.8% |
| YTD | +39.6% | +10.1% | +29.4% | +35.0% |
| 1Y | +74.7% | +8.8% | +66.0% | +68.8% |
| 3Y | +224.1% | +42.5% | +181.6% | +176.7% |
| 5Y | +138.4% | +61.5% | +76.9% | +90.2% |
| All | +34.6% | +49.3% | -14.7% | +11.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling