+122.0%
CSCO vs NBIX
+59.9%
+62.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.2% | +4.6% | +4.4% |
| 7D | +2.7% | +0.4% | +2.3% | +2.6% |
| 30D | -9.5% | -0.2% | -9.3% | -9.4% |
| 3M | -7.6% | -4.0% | -3.6% | -7.4% |
| 6M | +44.9% | +20.6% | +24.3% | +39.8% |
| YTD | +47.7% | +10.1% | +37.5% | +44.6% |
| 1Y | +69.1% | +8.8% | +60.3% | +65.5% |
| 3Y | +113.5% | +42.5% | +71.0% | +95.7% |
| All | +122.0% | +59.9% | +62.0% | +90.3% |
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