+607.3%
CEG vs NBIX
+107.1%
+500.2%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.9% | -3.6% | -2.9% |
| 7D | +0.3% | -1.1% | +1.4% | +0.5% |
| 30D | +2.9% | -3.3% | +6.2% | +3.5% |
| 3M | +18.2% | -2.7% | +20.9% | +18.3% |
| 6M | -9.5% | +20.6% | -30.1% | -14.0% |
| YTD | -18.7% | +10.4% | -29.1% | -21.3% |
| 1Y | -10.1% | +10.8% | -21.0% | -13.4% |
| 3Y | +168.3% | +43.3% | +125.1% | +132.7% |
| All | +607.3% | +107.1% | +500.2% | +486.5% |
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