+801.4%
CDW vs NBIX
+1,120.3%
-318.9%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.8% | +0.1% |
| 7D | -7.4% | -1.1% | -6.2% | -7.2% |
| 30D | +5.8% | -3.3% | +9.2% | +6.2% |
| 3M | +10.8% | -2.7% | +13.5% | +10.9% |
| 6M | +21.5% | +20.6% | +0.9% | +18.1% |
| YTD | +6.4% | +10.4% | -4.0% | +4.4% |
| 1Y | -14.8% | +10.8% | -25.6% | -16.5% |
| 3Y | -29.9% | +43.3% | -73.2% | -34.3% |
| 5Y | -22.9% | +61.8% | -84.7% | -29.4% |
| 10Y | +270.0% | +218.3% | +51.7% | +215.5% |
| All | +801.4% | +1,120.3% | -318.9% | +599.5% |
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