+2,534.3%
CSCO vs NBIX
+1,204.8%
+1,329.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.9% | -2.7% | -2.0% |
| 7D | -1.1% | -1.1% | 0.0% | -0.9% |
| 30D | -10.8% | -3.3% | -7.5% | -10.3% |
| 3M | -9.2% | -2.7% | -6.6% | -9.1% |
| 6M | +39.5% | +20.6% | +19.0% | +34.6% |
| YTD | +41.5% | +10.4% | +31.1% | +38.6% |
| 1Y | +61.0% | +10.8% | +50.1% | +57.1% |
| 3Y | +105.2% | +43.3% | +61.9% | +88.5% |
| 5Y | +113.4% | +61.8% | +51.6% | +89.5% |
| 10Y | +368.7% | +218.3% | +150.4% | +249.9% |
| All | +2,534.3% | +1,204.8% | +1,329.5% | +695.9% |
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