+4,408.3%
CHRW vs NBIX
+1,276.4%
+3,131.8%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.4% | +1.2% |
| 7D | +4.4% | -1.1% | +5.5% | +4.5% |
| 30D | +5.5% | -3.3% | +8.8% | +5.8% |
| 3M | -17.3% | -2.7% | -14.6% | -17.2% |
| 6M | -12.7% | +20.6% | -33.2% | -14.6% |
| YTD | -4.1% | +10.4% | -14.5% | -5.4% |
| 1Y | +21.2% | +10.8% | +10.4% | +19.5% |
| 3Y | +88.9% | +43.3% | +45.6% | +79.3% |
| 5Y | +93.1% | +61.8% | +31.2% | +79.5% |
| 10Y | +178.1% | +218.3% | -40.2% | +132.2% |
| All | +4,408.3% | +1,276.4% | +3,131.8% | +2,352.1% |
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