+332.6%
CAT vs NBIX
+59.9%
+272.7%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -8.4% |
| 6M | +16.1% | +20.6% | -4.5% | +11.9% |
| YTD | +43.8% | +10.1% | +33.6% | +40.3% |
| 1Y | +91.5% | +8.8% | +82.7% | +86.9% |
| 3Y | +202.7% | +42.5% | +160.2% | +174.7% |
| All | +332.6% | +59.9% | +272.7% | +281.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling