-19.8%
HD vs NBIX
+14.2%
-34.0%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.7% | +2.6% | +1.1% |
| 7D | -2.1% | +1.0% | -3.1% | -2.2% |
| 30D | -8.4% | -3.6% | -4.8% | -8.1% |
| 3M | +4.3% | -7.0% | +11.3% | +4.9% |
| 6M | -11.1% | +16.6% | -27.8% | -13.3% |
| YTD | -4.7% | +9.7% | -14.4% | -6.5% |
| 1Y | -19.8% | +10.9% | -30.7% | -22.0% |
| All | -19.8% | +14.2% | -34.0% | -22.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NBIX.
Daily Out/Under-Performance
Portfolio return minus NBIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NBIX 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 NBIX 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