+1,149.8%
NBIX vs CHD
+7,953.2%
-6,803.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.3% |
| 7D | +0.4% | -4.5% | +4.8% | +2.1% |
| 30D | -0.2% | -6.7% | +6.5% | +2.4% |
| 3M | -4.0% | -2.7% | -1.3% | -3.4% |
| 6M | +20.6% | -4.9% | +25.5% | +22.0% |
| YTD | +10.1% | +13.3% | -3.2% | +3.8% |
| 1Y | +8.8% | +1.0% | +7.8% | +7.0% |
| 3Y | +42.5% | +1.3% | +41.2% | +37.8% |
| 5Y | +61.5% | +20.8% | +40.6% | +42.1% |
| 10Y | +217.6% | +126.1% | +91.5% | +99.4% |
| All | +1,149.8% | +7,953.2% | -6,803.5% | +90.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling