+4,618.0%
HD vs NBIX
+1,204.8%
+3,413.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.9% | -2.5% | -1.6% |
| 7D | -3.9% | -1.1% | -2.8% | -3.8% |
| 30D | -13.1% | -3.3% | -9.8% | -12.8% |
| 3M | -3.4% | -2.7% | -0.8% | -3.3% |
| 6M | -12.6% | +20.6% | -33.1% | -14.8% |
| YTD | -9.2% | +10.4% | -19.6% | -10.7% |
| 1Y | -23.9% | +10.8% | -34.8% | -25.3% |
| 3Y | +0.4% | +43.3% | -42.8% | -5.8% |
| 5Y | +4.5% | +61.8% | -57.3% | -4.3% |
| 10Y | +205.4% | +218.3% | -12.9% | +147.3% |
| All | +4,618.0% | +1,204.8% | +3,413.2% | +2,022.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling