+1,152.6%
NBIX vs CPB
+59.3%
+1,093.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.3% | +5.2% | +1.8% |
| 7D | -1.1% | -5.4% | +4.3% | 0.0% |
| 30D | -3.3% | -7.8% | +4.5% | -1.8% |
| 3M | -2.7% | -6.9% | +4.3% | -1.6% |
| 6M | +20.6% | -12.2% | +32.8% | +23.1% |
| YTD | +10.4% | -21.1% | +31.5% | +15.0% |
| 1Y | +10.8% | -33.5% | +44.3% | +19.7% |
| 3Y | +43.3% | -43.2% | +86.5% | +57.9% |
| 5Y | +61.8% | -40.9% | +102.7% | +74.6% |
| 10Y | +218.3% | -45.9% | +264.2% | +233.5% |
| All | +1,152.6% | +59.3% | +1,093.2% | +1,157.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling