+61.6%
NBIX vs FHN
+88.4%
-26.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.1% |
| 7D | +0.4% | -1.2% | +1.6% | +0.6% |
| 30D | -0.2% | -4.8% | +4.6% | +0.6% |
| 3M | -4.0% | -0.7% | -3.3% | -4.0% |
| 6M | +20.6% | +10.6% | +10.0% | +18.3% |
| YTD | +10.1% | +4.6% | +5.5% | +8.9% |
| 1Y | +8.8% | +11.4% | -2.6% | +6.3% |
| 3Y | +42.5% | +132.3% | -89.8% | +24.4% |
| All | +61.6% | +88.4% | -26.9% | +42.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN 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 5y: compounded portfolio wealth divided by compounded FHN 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…
5y analysis · Full analysis span regression · 6 months rolling