+9,811.6%
CMI vs NBIX
+1,201.8%
+8,609.8%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.4% | +1.3% |
| 7D | -0.7% | +0.4% | -1.1% | -0.8% |
| 30D | -12.4% | -0.2% | -12.2% | -12.4% |
| 3M | -14.8% | -4.0% | -10.8% | -14.5% |
| 6M | +0.8% | +20.6% | -19.8% | -2.0% |
| YTD | +10.2% | +10.1% | 0.0% | +8.3% |
| 1Y | +37.4% | +8.8% | +28.6% | +35.0% |
| 3Y | +153.3% | +42.5% | +110.8% | +137.1% |
| 5Y | +167.6% | +61.5% | +106.1% | +143.9% |
| 10Y | +514.4% | +217.6% | +296.8% | +384.7% |
| All | +9,811.6% | +1,201.8% | +8,609.8% | +4,709.2% |
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