+494.1%
CMS vs NBIX
+1,192.8%
-698.8%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | +0.2% | -1.7% | +1.8% | +0.3% |
| 30D | -1.3% | -5.9% | +4.6% | -1.0% |
| 3M | -5.4% | -6.1% | +0.7% | -5.1% |
| 6M | -10.3% | +19.4% | -29.7% | -11.4% |
| YTD | -0.2% | +9.4% | -9.6% | -1.0% |
| 1Y | -0.9% | +7.6% | -8.5% | -1.6% |
| 3Y | +34.0% | +42.0% | -8.0% | +29.9% |
| 5Y | +23.6% | +64.3% | -40.7% | +18.2% |
| 10Y | +122.2% | +215.4% | -93.1% | +99.5% |
| All | +494.1% | +1,192.8% | -698.8% | +323.4% |
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