+1,888.8%
NBIX vs FIVE
+875.3%
+1,013.5%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.1% | -0.5% |
| 7D | -1.0% | +3.7% | -4.7% | -1.7% |
| 30D | -5.1% | +4.0% | -9.0% | -5.9% |
| 3M | -4.9% | +36.2% | -41.1% | -10.5% |
| 6M | +21.1% | +18.0% | +3.1% | +16.3% |
| YTD | +9.4% | +34.9% | -25.5% | +2.4% |
| 1Y | +7.9% | +67.9% | -60.0% | -3.4% |
| 3Y | +42.0% | +57.3% | -15.3% | +22.4% |
| 5Y | +63.7% | +39.5% | +24.2% | +39.7% |
| 10Y | +207.2% | +496.4% | -289.2% | +90.3% |
| All | +1,888.8% | +875.3% | +1,013.5% | +1,001.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling