+173.0%
NBIX vs HALO
+2,422.4%
-2,249.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.3% |
| 7D | +0.4% | -2.7% | +3.1% | +1.2% |
| 30D | -0.2% | +5.3% | -5.5% | -1.7% |
| 3M | -4.0% | +51.6% | -55.6% | -15.4% |
| 6M | +20.6% | +61.3% | -40.7% | +4.3% |
| YTD | +10.1% | +59.3% | -49.1% | -4.6% |
| 1Y | +8.8% | +38.3% | -29.5% | -2.3% |
| 3Y | +42.5% | +185.9% | -143.4% | -1.3% |
| 5Y | +61.5% | +159.9% | -98.5% | +10.6% |
| 10Y | +217.6% | +965.6% | -748.0% | +32.5% |
| All | +173.0% | +2,422.4% | -2,249.3% | -22.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HALO.
Daily Out/Under-Performance
Portfolio return minus HALO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HALO 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 HALO 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