+1,732.7%
CVS vs NBIX
+1,201.8%
+530.9%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.4% | -0.6% |
| 7D | -2.2% | +0.4% | -2.5% | -2.2% |
| 30D | -0.1% | -0.2% | +0.1% | -0.1% |
| 3M | -5.2% | -4.0% | -1.2% | -5.0% |
| 6M | +26.9% | +20.6% | +6.3% | +24.7% |
| YTD | +22.1% | +10.1% | +11.9% | +20.8% |
| 1Y | +30.8% | +8.8% | +22.0% | +29.5% |
| 3Y | +54.4% | +42.5% | +11.9% | +47.8% |
| 5Y | +33.4% | +61.5% | -28.1% | +25.6% |
| 10Y | +40.8% | +217.6% | -176.8% | +21.7% |
| All | +1,732.7% | +1,201.8% | +530.9% | +904.1% |
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 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