+205.1%
NBIX vs CASY
+453.5%
-248.4%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.9% | +1.7% | +0.2% |
| 7D | +0.4% | -18.6% | +19.0% | +4.5% |
| 30D | -0.2% | -26.6% | +26.5% | +6.2% |
| 3M | -4.0% | -32.8% | +28.8% | +3.8% |
| 6M | +20.6% | -10.0% | +30.6% | +20.9% |
| YTD | +10.1% | +11.6% | -1.5% | +4.4% |
| 1Y | +8.8% | +11.5% | -2.7% | +2.9% |
| 3Y | +42.5% | +160.7% | -118.2% | +6.2% |
| 5Y | +61.5% | +232.4% | -170.9% | +11.3% |
| All | +205.1% | +453.5% | -248.4% | +71.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 CASY 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