+209.3%
FXI vs NBIX
+232.2%
-22.9%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.4% |
| 7D | -3.9% | +0.4% | -4.2% | -3.9% |
| 30D | -2.1% | -0.2% | -1.9% | -2.1% |
| 3M | -0.5% | -4.0% | +3.5% | -0.1% |
| 6M | -4.5% | +20.6% | -25.1% | -7.6% |
| YTD | -9.2% | +10.1% | -19.4% | -11.1% |
| 1Y | -13.8% | +8.8% | -22.6% | -15.6% |
| 3Y | +36.6% | +42.5% | -5.9% | +26.0% |
| 5Y | -6.7% | +61.5% | -68.2% | -16.5% |
| 10Y | +14.8% | +217.6% | -202.8% | -12.6% |
| All | +209.3% | +232.2% | -22.9% | +29.1% |
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