+4,013.6%
CMG vs NBIX
+158.0%
+3,855.7%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.2% |
| 7D | -2.1% | +0.4% | -2.4% | -2.1% |
| 30D | +10.9% | -0.2% | +11.1% | +10.9% |
| 3M | +15.8% | -4.0% | +19.8% | +16.3% |
| 6M | +6.9% | +20.6% | -13.7% | +4.0% |
| YTD | -2.2% | +10.1% | -12.3% | -3.8% |
| 1Y | -7.1% | +8.8% | -15.9% | -8.6% |
| 3Y | -7.1% | +42.5% | -49.6% | -13.3% |
| 5Y | -4.8% | +61.5% | -66.3% | -13.3% |
| 10Y | +324.3% | +217.6% | +106.7% | +243.1% |
| All | +4,013.6% | +158.0% | +3,855.7% | +2,165.3% |
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