+205.1%
NBIX vs HBM
+619.2%
-414.0%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.2% |
| 7D | +0.4% | -3.3% | +3.7% | +0.7% |
| 30D | -0.2% | -4.8% | +4.6% | +0.2% |
| 3M | -4.0% | -0.4% | -3.6% | -4.5% |
| 6M | +20.6% | +17.9% | +2.7% | +16.9% |
| YTD | +10.1% | +33.7% | -23.6% | +5.0% |
| 1Y | +8.8% | +95.6% | -86.8% | -0.9% |
| 3Y | +42.5% | +458.1% | -415.6% | +12.6% |
| 5Y | +61.5% | +329.0% | -267.5% | +26.7% |
| All | +205.1% | +619.2% | -414.0% | +65.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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