+202.7%
CAT vs NBIX
+43.8%
+158.9%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.7% |
| 7D | +0.6% | +0.4% | +0.2% | +0.5% |
| 30D | -4.3% | -0.2% | -4.2% | -4.3% |
| 3M | -8.6% | -4.0% | -4.6% | -8.5% |
| 6M | +16.1% | +20.6% | -4.5% | +11.7% |
| YTD | +43.8% | +10.1% | +33.6% | +40.2% |
| 1Y | +91.5% | +8.8% | +82.7% | +86.7% |
| 3Y | +202.7% | +42.5% | +160.2% | +182.4% |
| All | +202.7% | +43.8% | +158.9% | +182.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling