+2,642.3%
CAH vs NBIX
+1,201.8%
+1,440.5%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.6% |
| 7D | -5.1% | +0.4% | -5.5% | -5.1% |
| 30D | +0.2% | -0.2% | +0.3% | +0.2% |
| 3M | +6.3% | -4.0% | +10.3% | +6.6% |
| 6M | +9.4% | +20.6% | -11.2% | +7.2% |
| YTD | +15.0% | +10.1% | +4.8% | +13.6% |
| 1Y | +55.4% | +8.8% | +46.7% | +53.5% |
| 3Y | +173.8% | +42.5% | +131.3% | +160.7% |
| 5Y | +395.2% | +61.5% | +333.7% | +362.6% |
| 10Y | +293.2% | +217.6% | +75.6% | +234.9% |
| All | +2,642.3% | +1,201.8% | +1,440.5% | +1,477.0% |
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