-0.8%
CRM vs NBIX
+59.9%
-60.8%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.2% | +2.0% |
| 7D | -4.4% | +0.4% | -4.8% | -4.5% |
| 30D | +28.1% | -0.2% | +28.3% | +28.1% |
| 3M | +48.8% | -4.0% | +52.8% | +49.3% |
| 6M | +28.3% | +20.6% | +7.7% | +22.5% |
| YTD | -6.0% | +10.1% | -16.2% | -8.8% |
| 1Y | +1.4% | +8.8% | -7.4% | -1.6% |
| 3Y | +11.8% | +42.5% | -30.6% | -2.9% |
| All | -0.8% | +59.9% | -60.8% | -22.7% |
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