+86.9%
CBOE vs NBIX
+43.8%
+43.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.2% | -2.0% | -2.2% |
| 7D | -5.8% | +0.4% | -6.2% | -5.8% |
| 30D | -3.1% | -0.2% | -3.0% | -3.1% |
| 3M | -4.8% | -4.0% | -0.8% | -5.0% |
| 6M | -0.6% | +20.6% | -21.2% | -0.7% |
| YTD | +12.8% | +10.1% | +2.6% | +12.6% |
| 1Y | +19.8% | +8.8% | +11.0% | +19.5% |
| 3Y | +86.9% | +42.5% | +44.5% | +82.1% |
| All | +86.9% | +43.8% | +43.1% | +82.1% |
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