-43.7%
KHC vs NBIX
+233.1%
-276.8%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +0.9% |
| 7D | -1.0% | +0.4% | -1.4% | -1.0% |
| 30D | +1.9% | -0.2% | +2.1% | +1.9% |
| 3M | +3.2% | -4.0% | +7.2% | +3.4% |
| 6M | +10.0% | +20.6% | -10.6% | +7.9% |
| YTD | +6.7% | +10.1% | -3.5% | +5.4% |
| 1Y | -0.9% | +8.8% | -9.7% | -2.1% |
| 3Y | -13.6% | +42.5% | -56.0% | -17.7% |
| 5Y | -12.8% | +61.5% | -74.3% | -18.6% |
| 10Y | -54.3% | +217.6% | -271.9% | -60.8% |
| All | -43.7% | +233.1% | -276.8% | -53.8% |
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