+228.8%
CF vs NBIX
+65.8%
+162.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.9% | -3.1% | -2.3% |
| 7D | -2.0% | -1.1% | -0.8% | -1.9% |
| 30D | +15.3% | -3.3% | +18.6% | +15.6% |
| 3M | +24.3% | -2.7% | +27.0% | +24.3% |
| 6M | +23.9% | +20.6% | +3.3% | +21.0% |
| YTD | +77.3% | +10.4% | +66.9% | +74.8% |
| 1Y | +58.7% | +10.8% | +47.8% | +56.1% |
| 3Y | +72.8% | +43.3% | +29.5% | +57.2% |
| 5Y | +228.8% | +61.8% | +166.9% | +179.9% |
| All | +228.8% | +65.8% | +162.9% | +179.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling