-3.4%
CMS vs NBIX
+10.4%
-13.8%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.8% |
| 7D | -1.9% | +0.4% | -2.3% | -1.9% |
| 30D | -4.1% | -0.2% | -3.9% | -4.1% |
| 3M | -7.1% | -4.0% | -3.1% | -7.2% |
| 6M | -10.1% | +20.6% | -30.6% | -10.4% |
| YTD | -1.7% | +10.1% | -11.9% | -1.9% |
| 1Y | -3.4% | +8.8% | -12.2% | -3.2% |
| All | -3.4% | +10.4% | -13.8% | -3.2% |
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 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