+9,290.5%
FTNT vs NBIX
+6,874.1%
+2,416.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.5% | -1.7% |
| 7D | -0.1% | +0.4% | -0.5% | -0.2% |
| 30D | -3.0% | -0.2% | -2.8% | -3.0% |
| 3M | +7.6% | -4.0% | +11.6% | +7.9% |
| 6M | +87.0% | +20.6% | +66.4% | +79.6% |
| YTD | +96.5% | +10.1% | +86.4% | +91.6% |
| 1Y | +92.9% | +8.8% | +84.2% | +88.2% |
| 3Y | +139.8% | +42.5% | +97.4% | +118.1% |
| 5Y | +151.3% | +61.5% | +89.8% | +121.3% |
| 10Y | +2,082.2% | +217.6% | +1,864.6% | +1,580.6% |
| All | +9,290.5% | +6,874.1% | +2,416.4% | +4,568.3% |
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