-27.2%
JHX vs NBIX
+59.9%
-87.1%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.0% |
| 7D | -6.3% | +0.4% | -6.7% | -6.4% |
| 30D | -7.7% | -0.2% | -7.6% | -7.8% |
| 3M | +19.2% | -4.0% | +23.2% | +19.6% |
| 6M | +38.3% | +20.6% | +17.7% | +34.1% |
| YTD | +37.2% | +10.1% | +27.1% | +34.5% |
| 1Y | +42.3% | +8.8% | +33.5% | +39.3% |
| 3Y | -4.4% | +42.5% | -46.9% | -13.8% |
| All | -27.2% | +59.9% | -87.1% | -40.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling