+1,152.6%
NBIX vs FHN
+257.0%
+895.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.2% | +0.7% |
| 7D | -1.1% | -0.8% | -0.3% | -0.9% |
| 30D | -3.3% | -2.6% | -0.7% | -2.6% |
| 3M | -2.7% | +0.8% | -3.5% | -3.2% |
| 6M | +20.6% | +9.2% | +11.3% | +16.7% |
| YTD | +10.4% | +5.1% | +5.3% | +7.9% |
| 1Y | +10.8% | +12.2% | -1.4% | +5.8% |
| 3Y | +43.3% | +132.4% | -89.1% | +5.6% |
| 5Y | +61.8% | +91.1% | -29.2% | +18.1% |
| 10Y | +218.3% | +128.5% | +89.8% | +92.6% |
| All | +1,152.6% | +257.0% | +895.5% | +463.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling