+92.0%
NBIX vs CLBK
+65.5%
+26.6%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | +0.4% | -1.5% | +1.8% | +0.7% |
| 30D | -0.2% | -1.0% | +0.9% | 0.0% |
| 3M | -4.0% | +22.9% | -26.9% | -8.2% |
| 6M | +20.6% | +44.2% | -23.6% | +11.3% |
| YTD | +10.1% | +64.0% | -53.8% | -1.4% |
| 1Y | +8.8% | +65.7% | -56.9% | -3.0% |
| 3Y | +42.5% | +54.1% | -11.6% | +26.5% |
| 5Y | +61.5% | +44.7% | +16.8% | +39.6% |
| All | +92.0% | +65.5% | +26.6% | +60.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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