+312.4%
VFC vs NBIX
+1,201.8%
-889.4%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.2% | +4.6% | +4.4% |
| 7D | -1.4% | +0.4% | -1.8% | -1.4% |
| 30D | -9.0% | -0.2% | -8.8% | -9.0% |
| 3M | -24.2% | -4.0% | -20.2% | -23.9% |
| 6M | -18.5% | +20.6% | -39.1% | -20.1% |
| YTD | -25.9% | +10.1% | -36.0% | -26.8% |
| 1Y | -13.0% | +8.8% | -21.8% | -14.0% |
| 3Y | -20.3% | +42.5% | -62.8% | -23.5% |
| 5Y | -78.1% | +61.5% | -139.6% | -79.3% |
| 10Y | -67.9% | +217.6% | -285.5% | -72.1% |
| All | +312.4% | +1,201.8% | -889.4% | +161.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NBIX.
Daily Out/Under-Performance
Portfolio return minus NBIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NBIX 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 NBIX 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