+105.1%
CTVA vs NBIX
+59.9%
+45.2%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.7% |
| 7D | -4.5% | +0.4% | -4.9% | -4.6% |
| 30D | +11.3% | -0.2% | +11.5% | +11.3% |
| 3M | +12.3% | -4.0% | +16.3% | +13.3% |
| 6M | +7.2% | +20.6% | -13.4% | +4.3% |
| YTD | +26.0% | +10.1% | +15.9% | +24.1% |
| 1Y | +16.0% | +8.8% | +7.2% | +14.3% |
| 3Y | +73.9% | +42.5% | +31.4% | +57.3% |
| All | +105.1% | +59.9% | +45.2% | +76.1% |
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