+240.8%
NBIX vs FTV
+83.2%
+157.6%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.6% | -0.3% |
| 7D | +0.4% | -4.0% | +4.3% | +1.8% |
| 30D | -0.2% | -11.0% | +10.9% | +3.8% |
| 3M | -4.0% | -8.4% | +4.4% | -1.5% |
| 6M | +20.6% | -2.6% | +23.2% | +20.7% |
| YTD | +10.1% | -0.6% | +10.8% | +8.9% |
| 1Y | +8.8% | +11.0% | -2.2% | +3.0% |
| 3Y | +42.5% | -6.3% | +48.8% | +41.4% |
| 5Y | +61.5% | -1.5% | +63.0% | +54.2% |
| 10Y | +217.6% | +78.8% | +138.8% | +136.9% |
| All | +240.8% | +83.2% | +157.6% | +157.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling