-10.1%
CRM vs NBIX
+18.2%
-28.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.1% | -1.0% | +2.3% |
| 7D | -4.0% | +5.0% | -9.0% | -3.6% |
| 30D | -6.8% | +23.4% | -30.2% | -5.3% |
| 3M | +10.6% | +7.7% | +2.9% | +11.6% |
| 6M | +23.4% | +15.8% | +7.5% | +25.8% |
| YTD | -17.1% | +23.0% | -40.1% | -13.7% |
| 1Y | -10.1% | +18.4% | -28.5% | -6.3% |
| All | -10.1% | +18.2% | -28.3% | -6.3% |
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 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