+115.6%
CRBG vs NBIX
+46.5%
+69.2%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.7% | +1.5% |
| 7D | +0.6% | +0.4% | +0.2% | +0.5% |
| 30D | +2.6% | -0.2% | +2.8% | +2.6% |
| 3M | +24.0% | -4.0% | +28.0% | +24.7% |
| 6M | +50.5% | +20.6% | +29.9% | +43.1% |
| YTD | +17.1% | +10.1% | +7.0% | +13.4% |
| 1Y | +5.9% | +8.8% | -2.9% | +2.5% |
| 3Y | +122.7% | +42.5% | +80.2% | +87.8% |
| All | +115.6% | +46.5% | +69.2% | +67.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling