+6,011.6%
CF vs NBIX
+239.8%
+5,771.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.1% | +0.8% |
| 7D | -0.9% | -1.0% | +0.1% | -0.8% |
| 30D | +18.1% | -5.1% | +23.1% | +18.9% |
| 3M | +23.4% | -4.9% | +28.3% | +23.9% |
| 6M | +17.1% | +21.1% | -4.0% | +13.2% |
| YTD | +76.2% | +9.4% | +66.9% | +72.6% |
| 1Y | +62.3% | +7.9% | +54.4% | +58.9% |
| 3Y | +71.8% | +42.0% | +29.9% | +58.7% |
| 5Y | +234.6% | +63.7% | +170.8% | +199.5% |
| 10Y | +574.3% | +207.2% | +367.1% | +435.0% |
| All | +6,011.6% | +239.8% | +5,771.7% | +2,688.4% |
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