+18.7%
LHX vs NBIX
+59.9%
-41.2%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.1% |
| 7D | -4.3% | +0.4% | -4.6% | -4.3% |
| 30D | -15.1% | -0.2% | -15.0% | -15.1% |
| 3M | -21.0% | -4.0% | -17.0% | -20.9% |
| 6M | -32.0% | +20.6% | -52.6% | -33.6% |
| YTD | -15.3% | +10.1% | -25.5% | -16.7% |
| 1Y | -11.1% | +8.8% | -19.8% | -12.5% |
| 3Y | +54.0% | +42.5% | +11.5% | +42.6% |
| All | +18.7% | +59.9% | -41.2% | +8.5% |
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