+161.4%
CAG vs NBIX
+1,201.8%
-1,040.5%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.7% |
| 7D | -5.7% | +0.4% | -6.1% | -5.7% |
| 30D | -2.4% | -0.2% | -2.2% | -2.4% |
| 3M | +9.8% | -4.0% | +13.8% | +9.9% |
| 6M | -10.8% | +20.6% | -31.4% | -11.7% |
| YTD | -10.8% | +10.1% | -21.0% | -11.4% |
| 1Y | -19.0% | +8.8% | -27.7% | -19.5% |
| 3Y | -39.7% | +42.5% | -82.2% | -41.1% |
| 5Y | -43.0% | +61.5% | -104.5% | -44.8% |
| 10Y | -36.0% | +217.6% | -253.6% | -41.1% |
| All | +161.4% | +1,201.8% | -1,040.5% | +105.4% |
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