+19.4%
NBIX vs FIVE
+16.3%
+3.1%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.7% | +2.7% | +0.2% |
| 7D | -1.7% | +1.7% | -3.3% | -1.8% |
| 30D | -5.9% | +5.0% | -10.9% | -6.4% |
| 3M | -6.1% | +29.5% | -35.6% | -8.5% |
| 6M | +19.4% | +12.4% | +7.0% | +18.0% |
| All | +19.4% | +16.3% | +3.1% | +18.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling