+79.6%
CME vs NBIX
+59.9%
+19.7%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.8% | +0.5% |
| 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% | +5.6% |
| 6M | -8.3% | +20.6% | -28.9% | -8.8% |
| YTD | +4.3% | +10.1% | -5.8% | +3.9% |
| 1Y | +9.1% | +8.8% | +0.3% | +8.6% |
| 3Y | +52.1% | +42.5% | +9.6% | +46.8% |
| All | +79.6% | +59.9% | +19.7% | +67.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling