+18.9%
COMP vs NBIX
+14.2%
+4.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.3% | +1.2% |
| 7D | +1.4% | +1.0% | +0.3% | +0.9% |
| 30D | -13.3% | -3.6% | -9.7% | -12.2% |
| 3M | +41.1% | -7.0% | +48.1% | +43.3% |
| 6M | +17.2% | +16.6% | +0.5% | +1.9% |
| YTD | +5.2% | +9.7% | -4.5% | -6.8% |
| 1Y | +18.9% | +10.9% | +8.1% | +2.5% |
| All | +18.9% | +14.2% | +4.8% | +2.5% |
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