+902.1%
HIG vs NBIX
+1,201.8%
-299.7%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.3% |
| 7D | -1.5% | +0.4% | -1.8% | -1.5% |
| 30D | -0.4% | -0.2% | -0.2% | -0.3% |
| 3M | +6.7% | -4.0% | +10.7% | +7.2% |
| 6M | +2.0% | +20.6% | -18.6% | -1.6% |
| YTD | +0.3% | +10.1% | -9.9% | -2.0% |
| 1Y | +4.2% | +8.8% | -4.6% | +1.8% |
| 3Y | +102.2% | +42.5% | +59.7% | +84.9% |
| 5Y | +118.5% | +61.5% | +57.0% | +93.1% |
| 10Y | +311.1% | +217.6% | +93.6% | +203.8% |
| All | +902.1% | +1,201.8% | -299.7% | +267.1% |
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