+6,916.0%
CP vs NBIX
+1,201.8%
+5,714.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.7% | +0.5% |
| 7D | -2.6% | +0.4% | -3.0% | -2.6% |
| 30D | -3.7% | -0.2% | -3.6% | -3.7% |
| 3M | +0.1% | -4.0% | +4.1% | +0.3% |
| 6M | +7.8% | +20.6% | -12.7% | +5.4% |
| YTD | +21.7% | +10.1% | +11.6% | +19.9% |
| 1Y | +18.6% | +8.8% | +9.8% | +16.9% |
| 3Y | +17.5% | +42.5% | -24.9% | +11.4% |
| 5Y | +35.4% | +61.5% | -26.1% | +25.5% |
| 10Y | +230.2% | +217.6% | +12.7% | +175.8% |
| All | +6,916.0% | +1,201.8% | +5,714.2% | +3,712.2% |
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