+61.6%
NBIX vs ALHC
-32.8%
+94.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | -0.1% |
| 7D | +0.4% | -6.9% | +7.2% | +1.0% |
| 30D | -0.2% | -6.7% | +6.6% | +0.4% |
| 3M | -4.0% | -37.7% | +33.7% | -0.4% |
| 6M | +20.6% | -30.0% | +50.6% | +23.0% |
| YTD | +10.1% | -36.2% | +46.3% | +13.0% |
| 1Y | +8.8% | -22.9% | +31.7% | +9.7% |
| 3Y | +42.5% | +138.4% | -95.9% | +23.1% |
| All | +61.6% | -32.8% | +94.3% | +51.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 ALHC 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