+36.8%
FROG vs NBIX
+49.6%
-12.8%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.9% | +0.6% | +1.3% |
| 7D | -2.2% | -1.1% | -1.0% | -1.9% |
| 30D | +3.0% | -3.3% | +6.3% | +3.7% |
| 3M | +10.3% | -2.7% | +13.0% | +10.6% |
| 6M | +116.7% | +20.6% | +96.1% | +105.8% |
| YTD | +41.9% | +10.4% | +31.5% | +37.2% |
| 1Y | +78.5% | +10.8% | +67.7% | +71.6% |
| 3Y | +224.1% | +43.3% | +180.8% | +176.3% |
| 5Y | +142.4% | +61.8% | +80.6% | +93.3% |
| All | +36.8% | +49.6% | -12.8% | +13.3% |
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