+44.6%
CART vs NBIX
+39.2%
+5.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.2% | +3.4% | +3.2% |
| 7D | -4.6% | +0.4% | -5.0% | -4.6% |
| 30D | +0.6% | -0.2% | +0.8% | +0.6% |
| 3M | +16.3% | -4.0% | +20.3% | +16.6% |
| 6M | +32.1% | +20.6% | +11.5% | +30.9% |
| YTD | +8.3% | +10.1% | -1.8% | +8.0% |
| 1Y | +6.1% | +8.8% | -2.7% | +5.6% |
| All | +44.6% | +39.2% | +5.4% | +29.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling