+205.1%
NBIX vs FDS
+64.8%
+140.3%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | +0.1% |
| 7D | +0.4% | -14.0% | +14.4% | +4.3% |
| 30D | -0.2% | -6.2% | +6.1% | +1.2% |
| 3M | -4.0% | +10.2% | -14.2% | -7.7% |
| 6M | +20.6% | +27.4% | -6.9% | +9.7% |
| YTD | +10.1% | -9.3% | +19.4% | +10.9% |
| 1Y | +8.8% | -28.6% | +37.4% | +18.4% |
| 3Y | +42.5% | -36.8% | +79.3% | +59.2% |
| 5Y | +61.5% | -28.6% | +90.1% | +67.5% |
| All | +205.1% | +64.8% | +140.3% | +100.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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