+1,664.2%
NBIX vs FDS
+8,261.6%
-6,597.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -5.8% | +6.7% | +2.9% |
| 7D | -1.1% | -16.0% | +14.9% | +4.8% |
| 30D | -3.3% | -6.7% | +3.4% | -1.4% |
| 3M | -2.7% | +6.0% | -8.6% | -6.1% |
| 6M | +20.6% | +25.1% | -4.5% | +8.1% |
| YTD | +10.4% | -8.1% | +18.5% | +9.0% |
| 1Y | +10.8% | -26.0% | +36.9% | +17.3% |
| 3Y | +43.3% | -36.4% | +79.7% | +57.7% |
| 5Y | +61.8% | -27.7% | +89.6% | +66.8% |
| 10Y | +218.3% | +66.1% | +152.2% | +132.0% |
| All | +1,664.2% | +8,261.6% | -6,597.4% | +292.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling