+10,012.4%
CAT vs NBIX
+1,192.8%
+8,819.5%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | +2.9% | -1.7% | +4.6% | +3.1% |
| 30D | -2.6% | -5.9% | +3.3% | -2.0% |
| 3M | -10.7% | -6.1% | -4.6% | -10.2% |
| 6M | +16.1% | +19.4% | -3.3% | +13.6% |
| YTD | +43.2% | +9.4% | +33.8% | +41.3% |
| 1Y | +96.8% | +7.6% | +89.2% | +94.2% |
| 3Y | +201.4% | +42.0% | +159.4% | +185.3% |
| 5Y | +332.7% | +64.3% | +268.4% | +300.1% |
| 10Y | +1,157.1% | +215.4% | +941.7% | +946.4% |
| All | +10,012.4% | +1,192.8% | +8,819.5% | +5,230.3% |
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