+3,596.5%
CLS vs NBIX
+1,948.8%
+1,647.7%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -0.2% | +6.8% | +6.6% |
| 7D | +10.9% | +0.4% | +10.6% | +10.9% |
| 30D | +2.1% | -0.2% | +2.3% | +2.1% |
| 3M | -10.2% | -4.0% | -6.2% | -9.6% |
| 6M | +30.4% | +20.6% | +9.8% | +25.3% |
| YTD | +17.2% | +10.1% | +7.1% | +14.6% |
| 1Y | +41.0% | +8.8% | +32.2% | +38.1% |
| 3Y | +1,338.0% | +42.5% | +1,295.5% | +1,225.2% |
| 5Y | +3,860.6% | +61.5% | +3,799.1% | +3,421.4% |
| 10Y | +3,160.1% | +217.6% | +2,942.5% | +2,284.6% |
| All | +3,596.5% | +1,948.8% | +1,647.7% | +1,087.1% |
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