+397.9%
NBIX vs FLR
+579.2%
-181.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.4% | -0.5% |
| 7D | +0.4% | -3.5% | +3.9% | +1.2% |
| 30D | -0.2% | +4.2% | -4.3% | -1.3% |
| 3M | -4.0% | +8.1% | -12.1% | -6.7% |
| 6M | +20.6% | +21.5% | -0.9% | +12.7% |
| YTD | +10.1% | +36.8% | -26.6% | -0.4% |
| 1Y | +8.8% | +31.2% | -22.4% | -1.1% |
| 3Y | +42.5% | +53.9% | -11.4% | +17.2% |
| 5Y | +61.5% | +243.0% | -181.6% | +1.5% |
| 10Y | +217.6% | +18.8% | +198.8% | +112.1% |
| All | +397.9% | +579.2% | -181.3% | +95.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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