+458.5%
FSLR vs NBIX
+219.9%
+238.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +0.9% |
| 7D | +2.2% | +0.4% | +1.9% | +2.2% |
| 30D | -7.8% | -0.2% | -7.7% | -7.8% |
| 3M | -22.9% | -4.0% | -18.9% | -22.6% |
| 6M | +4.4% | +20.6% | -16.2% | -0.1% |
| YTD | -20.0% | +10.1% | -30.1% | -22.3% |
| 1Y | +2.8% | +8.8% | -6.0% | +0.1% |
| 3Y | +16.5% | +42.5% | -25.9% | +4.0% |
| 5Y | +110.3% | +61.5% | +48.8% | +80.4% |
| All | +458.5% | +219.9% | +238.6% | +335.9% |
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