+11,453.0%
COR vs NBIX
+1,201.8%
+10,251.1%
-71.0%
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 | -2.8% | +0.4% | -3.2% | -2.9% |
| 30D | +2.6% | -0.2% | +2.7% | +2.6% |
| 3M | +14.5% | -4.0% | +18.5% | +14.7% |
| 6M | -7.8% | +20.6% | -28.4% | -9.6% |
| YTD | -4.2% | +10.1% | -14.4% | -5.4% |
| 1Y | +7.0% | +8.8% | -1.8% | +5.7% |
| 3Y | +85.5% | +42.5% | +43.0% | +76.9% |
| 5Y | +181.2% | +61.5% | +119.7% | +163.3% |
| 10Y | +404.7% | +217.6% | +187.1% | +334.5% |
| All | +11,453.0% | +1,201.8% | +10,251.1% | +7,162.2% |
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