+205.1%
NBIX vs CRL
+256.1%
-50.9%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.9% | -2.2% | -0.8% |
| 7D | +0.4% | -3.5% | +3.9% | +1.5% |
| 30D | -0.2% | -2.1% | +2.0% | +0.4% |
| 3M | -4.0% | +48.0% | -52.0% | -15.9% |
| 6M | +20.6% | +64.7% | -44.1% | +0.9% |
| YTD | +10.1% | +39.5% | -29.3% | -3.4% |
| 1Y | +8.8% | +74.2% | -65.4% | -12.2% |
| 3Y | +42.5% | +39.4% | +3.1% | +16.3% |
| 5Y | +61.5% | -36.9% | +98.4% | +79.4% |
| All | +205.1% | +256.1% | -50.9% | -5.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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