+10.9%
NBIX vs CPB
-32.6%
+43.5%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.4% | +1.7% | -1.6% |
| 7D | +1.0% | -8.6% | +9.6% | +1.3% |
| 30D | -3.6% | -7.2% | +3.6% | -3.5% |
| 3M | -7.0% | +0.9% | -7.9% | -7.2% |
| 6M | +16.6% | -11.8% | +28.4% | +17.0% |
| YTD | +9.7% | -19.4% | +29.1% | +10.5% |
| 1Y | +10.9% | -30.4% | +41.2% | +16.6% |
| All | +10.9% | -32.6% | +43.5% | +16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 1y: compounded portfolio wealth divided by compounded CPB 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…
1y analysis · Full analysis span regression · 6 months rolling