+1,559.5%
HWM vs NBIX
+256.5%
+1,302.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +1.0% | +0.8% |
| 7D | -11.4% | +0.4% | -11.8% | -11.5% |
| 30D | -18.5% | -0.2% | -18.3% | -18.4% |
| 3M | -13.2% | -4.0% | -9.2% | -12.8% |
| 6M | -8.7% | +20.6% | -29.3% | -12.4% |
| YTD | +12.2% | +10.1% | +2.0% | +9.1% |
| 1Y | +24.9% | +8.8% | +16.1% | +21.6% |
| 3Y | +383.9% | +42.5% | +341.4% | +334.4% |
| 5Y | +646.1% | +61.5% | +584.7% | +542.9% |
| All | +1,559.5% | +256.5% | +1,302.9% | +1,199.0% |
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