+32,973.7%
CTSH vs NBIX
+1,852.8%
+31,120.9%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.2% | +3.1% | +2.9% |
| 7D | -3.7% | +0.4% | -4.1% | -3.8% |
| 30D | +3.7% | -0.2% | +3.9% | +3.7% |
| 3M | +17.9% | -4.0% | +21.9% | +18.4% |
| 6M | -2.6% | +20.6% | -23.2% | -6.3% |
| YTD | -26.4% | +10.1% | -36.5% | -28.1% |
| 1Y | -13.0% | +8.8% | -21.8% | -15.1% |
| 3Y | -11.2% | +42.5% | -53.7% | -18.8% |
| 5Y | -14.3% | +61.5% | -75.8% | -24.4% |
| 10Y | +24.8% | +217.6% | -192.8% | -8.2% |
| All | +32,973.7% | +1,852.8% | +31,120.9% | +11,667.2% |
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