+205.1%
NBIX vs CAPR
-78.4%
+283.5%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.1% | -0.2% |
| 7D | +0.4% | -11.0% | +11.3% | +0.6% |
| 30D | -0.2% | +99.8% | -99.9% | -1.8% |
| 3M | -4.0% | -66.6% | +62.6% | -3.3% |
| 6M | +20.6% | -75.1% | +95.7% | +22.0% |
| YTD | +10.1% | -71.0% | +81.1% | +11.0% |
| 1Y | +8.8% | +30.0% | -21.2% | +1.8% |
| 3Y | +42.5% | +29.0% | +13.5% | +27.9% |
| 5Y | +61.5% | +70.8% | -9.3% | +41.3% |
| All | +205.1% | -78.4% | +283.5% | +155.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 10y: compounded portfolio wealth divided by compounded CAPR 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…
10y analysis · Full analysis span regression · 6 months rolling