+2,792.4%
CI vs NBIX
+1,201.8%
+1,590.6%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.2% | 0.0% |
| 7D | -0.1% | +0.4% | -0.4% | -0.1% |
| 30D | +1.8% | -0.2% | +1.9% | +1.8% |
| 3M | -4.2% | -4.0% | -0.3% | -3.9% |
| 6M | +8.8% | +20.6% | -11.7% | +6.4% |
| YTD | +3.7% | +10.1% | -6.4% | +2.3% |
| 1Y | -6.1% | +8.8% | -14.9% | -7.4% |
| 3Y | +4.5% | +42.5% | -38.0% | -1.4% |
| 5Y | +50.5% | +61.5% | -11.0% | +39.0% |
| 10Y | +143.2% | +217.6% | -74.4% | +103.2% |
| All | +2,792.4% | +1,201.8% | +1,590.6% | +1,463.4% |
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