+3,264.4%
CSGP vs NBIX
+1,908.3%
+1,356.1%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.7% | -0.7% | -2.2% |
| 7D | -4.1% | +1.0% | -5.1% | -4.2% |
| 30D | +2.3% | -3.6% | +5.9% | +2.8% |
| 3M | -8.2% | -7.0% | -1.2% | -7.3% |
| 6M | -35.1% | +16.6% | -51.7% | -36.9% |
| YTD | -54.0% | +9.7% | -63.8% | -55.0% |
| 1Y | -65.3% | +10.9% | -76.2% | -66.1% |
| 3Y | -62.6% | +40.7% | -103.3% | -65.3% |
| 5Y | -64.8% | +62.3% | -127.2% | -68.4% |
| 10Y | +45.1% | +214.8% | -169.7% | +12.9% |
| All | +3,264.4% | +1,908.3% | +1,356.1% | +1,329.5% |
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