+616.5%
HPQ vs NBIX
+1,201.8%
-585.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | -0.2% | +8.6% | +8.4% |
| 7D | +9.8% | +0.4% | +9.4% | +9.7% |
| 30D | +22.4% | -0.2% | +22.5% | +22.3% |
| 3M | +45.2% | -4.0% | +49.1% | +45.6% |
| 6M | +96.4% | +20.6% | +75.8% | +90.8% |
| YTD | +65.4% | +10.1% | +55.2% | +62.4% |
| 1Y | +31.6% | +8.8% | +22.8% | +29.3% |
| 3Y | +37.0% | +42.5% | -5.5% | +28.4% |
| 5Y | +53.0% | +61.5% | -8.5% | +39.7% |
| 10Y | +257.2% | +217.6% | +39.7% | +187.2% |
| All | +616.5% | +1,201.8% | -585.4% | +209.9% |
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