+1,819.2%
NBIX vs CPAY
+1,532.9%
+286.3%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.2% | -0.2% |
| 7D | +0.4% | -2.0% | +2.3% | +1.1% |
| 30D | -0.2% | -0.4% | +0.2% | -0.2% |
| 3M | -4.0% | +16.4% | -20.3% | -9.6% |
| 6M | +20.6% | +23.5% | -2.9% | +10.3% |
| YTD | +10.1% | +35.7% | -25.5% | -3.6% |
| 1Y | +8.8% | +30.2% | -21.4% | -3.6% |
| 3Y | +42.5% | +49.7% | -7.2% | +16.6% |
| 5Y | +61.5% | +56.6% | +4.9% | +26.2% |
| 10Y | +217.6% | +153.8% | +63.8% | +83.3% |
| All | +1,819.2% | +1,532.9% | +286.3% | +528.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 CPAY 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