+205.1%
NBIX vs CHD
+126.1%
+79.0%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.3% |
| 7D | +0.4% | -4.5% | +4.8% | +1.1% |
| 30D | -0.2% | -6.7% | +6.5% | +0.9% |
| 3M | -4.0% | -2.7% | -1.3% | -3.7% |
| 6M | +20.6% | -4.9% | +25.5% | +21.2% |
| YTD | +10.1% | +13.3% | -3.2% | +7.4% |
| 1Y | +8.8% | +1.0% | +7.8% | +8.0% |
| 3Y | +42.5% | +1.3% | +41.2% | +40.6% |
| 5Y | +61.5% | +20.8% | +40.6% | +53.4% |
| All | +205.1% | +126.1% | +79.0% | +162.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 10y: compounded portfolio wealth divided by compounded CHD 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…
10y analysis · Full analysis span regression · 6 months rolling