+420.7%
NBIX vs CRL
+1,327.0%
-906.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.9% | -2.2% | -1.1% |
| 7D | +0.4% | -3.5% | +3.9% | +1.9% |
| 30D | -0.2% | -2.1% | +2.0% | +0.6% |
| 3M | -4.0% | +48.0% | -52.0% | -20.1% |
| 6M | +20.6% | +64.7% | -44.1% | -5.8% |
| YTD | +10.1% | +39.5% | -29.3% | -8.4% |
| 1Y | +8.8% | +74.2% | -65.4% | -19.1% |
| 3Y | +42.5% | +39.4% | +3.1% | +6.5% |
| 5Y | +61.5% | -36.9% | +98.4% | +64.8% |
| 10Y | +217.6% | +253.3% | -35.7% | +22.6% |
| All | +420.7% | +1,327.0% | -906.2% | +33.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling