+737.4%
FSLR vs NBIX
+1,457.9%
-720.5%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.9% | +1.1% | +1.8% |
| 7D | -0.1% | -1.1% | +1.0% | +0.1% |
| 30D | -14.0% | -3.3% | -10.7% | -13.4% |
| 3M | -16.9% | -2.7% | -14.2% | -16.7% |
| 6M | +4.7% | +20.6% | -15.8% | +0.1% |
| YTD | -20.7% | +10.4% | -31.1% | -23.0% |
| 1Y | +1.7% | +10.8% | -9.2% | -1.5% |
| 3Y | +13.1% | +43.3% | -30.2% | +1.1% |
| 5Y | +108.4% | +61.8% | +46.6% | +79.4% |
| 10Y | +458.0% | +218.3% | +239.7% | +286.9% |
| All | +737.4% | +1,457.9% | -720.5% | +148.5% |
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 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