+10.7%
CMG vs NBIX
+8.2%
+2.6%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.8% | +4.4% | +1.2% |
| 7D | +13.2% | +9.1% | +4.0% | +11.3% |
| 30D | +14.6% | +9.8% | +4.8% | +12.5% |
| 3M | +2.6% | -1.1% | +3.7% | +2.7% |
| 6M | +9.6% | +18.3% | -8.7% | +5.9% |
| YTD | -4.3% | +12.6% | -17.0% | -7.2% |
| 1Y | +10.7% | +3.9% | +6.8% | +9.1% |
| All | +10.7% | +8.2% | +2.6% | +9.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling