+76.9%
CF vs NBIX
+44.2%
+32.7%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.9% | -3.1% | -2.2% |
| 7D | -2.0% | -1.1% | -0.8% | -1.9% |
| 30D | +15.3% | -3.3% | +18.6% | +15.3% |
| 3M | +24.3% | -2.7% | +27.0% | +24.2% |
| 6M | +23.9% | +20.6% | +3.3% | +23.2% |
| YTD | +77.3% | +10.4% | +66.9% | +77.2% |
| 1Y | +58.7% | +10.8% | +47.8% | +58.4% |
| All | +76.9% | +44.2% | +32.7% | +71.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling