+1,560.8%
CL vs NBIX
+1,192.8%
+367.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -2.3% | -1.7% | -0.6% | -2.2% |
| 30D | -5.5% | -5.9% | +0.4% | -5.2% |
| 3M | +0.8% | -6.1% | +6.9% | +1.1% |
| 6M | -4.2% | +19.4% | -23.6% | -5.2% |
| YTD | +13.4% | +9.4% | +4.0% | +12.7% |
| 1Y | +7.1% | +7.6% | -0.5% | +6.4% |
| 3Y | +29.0% | +42.0% | -13.0% | +25.5% |
| 5Y | +28.3% | +64.3% | -36.0% | +23.3% |
| 10Y | +57.3% | +215.4% | -158.1% | +42.8% |
| All | +1,560.8% | +1,192.8% | +367.9% | +944.1% |
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