+42.4%
CART vs NBIX
+38.3%
+4.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.3% | -5.7% | -6.0% |
| 7D | -4.1% | -1.0% | -3.1% | -4.0% |
| 30D | -4.3% | -5.1% | +0.7% | -4.0% |
| 3M | +13.1% | -4.9% | +18.0% | +13.4% |
| 6M | +26.0% | +21.1% | +4.9% | +24.8% |
| YTD | +6.7% | +9.4% | -2.7% | +6.4% |
| 1Y | +6.3% | +7.9% | -1.6% | +5.8% |
| All | +42.4% | +38.3% | +4.2% | +27.6% |
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