+274.2%
CME vs NBIX
+219.9%
+54.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.8% | +0.6% |
| 7D | -1.6% | +0.4% | -2.0% | -1.6% |
| 30D | +5.6% | -0.2% | +5.8% | +5.6% |
| 3M | +5.6% | -4.0% | +9.6% | +5.8% |
| 6M | -8.3% | +20.6% | -28.9% | -10.4% |
| YTD | +4.3% | +10.1% | -5.8% | +2.8% |
| 1Y | +9.1% | +8.8% | +0.3% | +7.5% |
| 3Y | +52.1% | +42.5% | +9.6% | +42.2% |
| 5Y | +79.7% | +61.5% | +18.2% | +63.2% |
| All | +274.2% | +219.9% | +54.4% | +210.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling