+354.9%
CFG vs NBIX
+933.5%
-578.6%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | +0.2% |
| 7D | -1.7% | -1.1% | -0.6% | -1.5% |
| 30D | -4.6% | -3.3% | -1.3% | -4.1% |
| 3M | +7.9% | -2.7% | +10.6% | +8.1% |
| 6M | +19.9% | +20.6% | -0.7% | +14.9% |
| YTD | +21.7% | +10.4% | +11.3% | +18.5% |
| 1Y | +38.4% | +10.8% | +27.6% | +34.3% |
| 3Y | +187.0% | +43.3% | +143.7% | +159.5% |
| 5Y | +99.5% | +61.8% | +37.7% | +74.5% |
| 10Y | +308.3% | +218.3% | +90.0% | +214.0% |
| All | +354.9% | +933.5% | -578.6% | +221.1% |
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