+16.0%
NBIX vs FTV
+37.8%
-21.8%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.3% | -1.6% | +0.5% |
| 7D | +14.1% | +6.6% | +7.5% | +13.4% |
| 30D | +15.1% | +19.1% | -4.0% | +13.2% |
| 3M | 0.0% | +13.1% | -13.1% | -1.0% |
| 6M | +23.9% | +14.0% | +9.9% | +22.4% |
| YTD | +17.1% | +24.2% | -7.1% | +14.6% |
| 1Y | +16.0% | +36.4% | -20.4% | +10.1% |
| All | +16.0% | +37.8% | -21.8% | +10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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