+57.7%
CF vs NBIX
+10.4%
+47.3%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -1.5% |
| 7D | -0.2% | +0.4% | -0.6% | -0.2% |
| 30D | +11.5% | -0.2% | +11.6% | +11.4% |
| 3M | +25.5% | -4.0% | +29.5% | +25.3% |
| 6M | +11.8% | +20.6% | -8.8% | +16.0% |
| YTD | +74.6% | +10.1% | +64.4% | +82.1% |
| 1Y | +57.7% | +8.8% | +48.9% | +63.3% |
| All | +57.7% | +10.4% | +47.3% | +63.3% |
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