+1,880.9%
HUM vs NBIX
+1,201.8%
+679.1%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.2% | +2.5% | +2.3% |
| 7D | +2.1% | +0.4% | +1.7% | +2.0% |
| 30D | +5.4% | -0.2% | +5.6% | +5.4% |
| 3M | +11.4% | -4.0% | +15.4% | +11.8% |
| 6M | +141.5% | +20.6% | +120.9% | +136.3% |
| YTD | +61.2% | +10.1% | +51.0% | +59.0% |
| 1Y | +49.2% | +8.8% | +40.4% | +47.2% |
| 3Y | -9.0% | +42.5% | -51.5% | -13.7% |
| 5Y | +7.2% | +61.5% | -54.3% | -0.4% |
| 10Y | +152.7% | +217.6% | -64.9% | +113.0% |
| All | +1,880.9% | +1,201.8% | +679.1% | +926.6% |
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