+16.0%
NBIX vs FIVE
+63.3%
-47.3%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +6.7% | -6.0% | -0.1% |
| 7D | +14.1% | +7.5% | +6.6% | +13.0% |
| 30D | +15.1% | +16.7% | -1.6% | +12.7% |
| 3M | 0.0% | +13.4% | -13.4% | -1.9% |
| 6M | +23.9% | +9.0% | +14.8% | +22.2% |
| YTD | +17.1% | +33.8% | -16.7% | +9.9% |
| 1Y | +16.0% | +61.2% | -45.2% | +2.9% |
| All | +16.0% | +63.3% | -47.3% | +2.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 1y: compounded portfolio wealth divided by compounded FIVE 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…
1y analysis · Full analysis span regression · 6 months rolling