+56.9%
NBIX vs ALHC
-31.6%
+88.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.2% | +3.2% | +0.3% |
| 7D | -1.7% | -4.1% | +2.4% | -1.3% |
| 30D | -5.9% | -5.4% | -0.5% | -5.5% |
| 3M | -6.1% | -32.1% | +26.0% | -3.3% |
| 6M | +19.4% | -28.5% | +47.9% | +21.6% |
| YTD | +9.4% | -34.0% | +43.4% | +11.9% |
| 1Y | +7.6% | -20.9% | +28.5% | +8.2% |
| 3Y | +42.0% | +151.5% | -109.6% | +22.3% |
| 5Y | +64.3% | -28.8% | +93.1% | +54.6% |
| All | +56.9% | -31.6% | +88.5% | +45.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling