-11.1%
CHRW vs NBIX
+16.6%
-27.8%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | +0.1% |
| 7D | +4.9% | +14.1% | -9.2% | +2.5% |
| 30D | -4.8% | +15.1% | -20.0% | -7.2% |
| 3M | -13.1% | 0.0% | -13.1% | -13.5% |
| 6M | -16.3% | +23.9% | -40.2% | -23.9% |
| YTD | -15.8% | +17.1% | -32.9% | -22.2% |
| 1Y | -11.1% | +16.0% | -27.1% | -18.0% |
| All | -11.1% | +16.6% | -27.8% | -18.0% |
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