-5.4%
COF vs NBIX
+12.4%
-17.8%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.7% | -1.9% | -1.2% |
| 7D | +0.7% | +14.1% | -13.4% | -1.1% |
| 30D | +5.7% | +15.1% | -9.4% | +3.7% |
| 3M | -6.7% | 0.0% | -6.7% | -6.2% |
| 6M | +9.5% | +23.9% | -14.4% | +2.7% |
| YTD | -13.9% | +17.1% | -31.0% | -18.2% |
| All | -5.4% | +12.4% | -17.8% | -8.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling