+989.0%
CBOE vs NBIX
+3,341.0%
-2,351.9%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -3.2% |
| 3M | -4.8% | -4.0% | -0.8% | -4.6% |
| 6M | -0.6% | +20.6% | -21.2% | -2.3% |
| YTD | +12.8% | +10.1% | +2.6% | +11.5% |
| 1Y | +19.8% | +8.8% | +11.0% | +18.4% |
| 3Y | +86.9% | +42.5% | +44.5% | +78.7% |
| 5Y | +136.5% | +61.5% | +75.0% | +122.2% |
| 10Y | +368.4% | +217.6% | +150.9% | +309.3% |
| All | +989.0% | +3,341.0% | -2,351.9% | +673.2% |
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 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