-10.0%
CEG vs NBIX
+10.4%
-20.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.4% |
| 7D | -4.8% | +0.4% | -5.1% | -4.8% |
| 30D | +2.3% | -0.2% | +2.5% | +2.3% |
| 3M | +15.6% | -4.0% | +19.6% | +15.4% |
| 6M | -5.0% | +20.6% | -25.6% | -7.5% |
| YTD | -19.0% | +10.1% | -29.2% | -20.5% |
| 1Y | -10.0% | +8.8% | -18.7% | -10.9% |
| All | -10.0% | +10.4% | -20.4% | -10.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling