+267.8%
CLF vs NBIX
+1,192.8%
-925.1%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | -2.7% | -1.7% | -1.0% | -2.4% |
| 30D | -3.2% | -5.9% | +2.7% | -2.2% |
| 3M | -5.0% | -6.1% | +1.2% | -4.1% |
| 6M | +26.6% | +19.4% | +7.2% | +22.0% |
| YTD | -9.0% | +9.4% | -18.3% | -10.8% |
| 1Y | +11.8% | +7.6% | +4.2% | +9.6% |
| 3Y | -15.1% | +42.0% | -57.1% | -21.5% |
| 5Y | -48.2% | +64.3% | -112.5% | -53.7% |
| 10Y | +127.6% | +215.4% | -87.8% | +74.8% |
| All | +267.8% | +1,192.8% | -925.1% | +57.3% |
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