+4,119.6%
PHM vs NBIX
+1,201.8%
+2,917.8%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.8% | +1.6% |
| 7D | -5.0% | +0.4% | -5.3% | -5.0% |
| 30D | -8.4% | -0.2% | -8.3% | -8.5% |
| 3M | -4.4% | -4.0% | -0.4% | -4.0% |
| 6M | -3.7% | +20.6% | -24.3% | -6.9% |
| YTD | +1.3% | +10.1% | -8.9% | -0.8% |
| 1Y | -14.0% | +8.8% | -22.8% | -15.8% |
| 3Y | +48.1% | +42.5% | +5.6% | +36.8% |
| 5Y | +158.8% | +61.5% | +97.3% | +132.1% |
| 10Y | +562.8% | +217.6% | +345.2% | +409.0% |
| All | +4,119.6% | +1,201.8% | +2,917.8% | +1,705.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NBIX.
Daily Out/Under-Performance
Portfolio return minus NBIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NBIX 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 NBIX 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