+5,760.6%
CRM vs NBIX
+222.4%
+5,538.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +49.5% |
| 6M | +28.3% | +20.6% | +7.7% | +22.7% |
| 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% | +0.7% |
| 5Y | -2.0% | +61.5% | -63.5% | -15.0% |
| 10Y | +239.6% | +217.6% | +22.0% | +144.1% |
| All | +5,760.6% | +222.4% | +5,538.2% | +2,222.9% |
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