-47.8%
COMP vs NBIX
+59.5%
-107.3%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.2% | +4.0% | +3.8% |
| 7D | -5.5% | +0.4% | -5.9% | -5.6% |
| 30D | -17.4% | -0.2% | -17.3% | -17.5% |
| 3M | +24.4% | -4.0% | +28.4% | +25.0% |
| 6M | +21.8% | +20.6% | +1.2% | +11.6% |
| YTD | -0.6% | +10.1% | -10.7% | -5.9% |
| 1Y | +11.5% | +8.8% | +2.7% | +5.3% |
| 3Y | +220.4% | +42.5% | +177.9% | +151.9% |
| 5Y | -26.6% | +61.5% | -88.0% | -47.9% |
| All | -47.8% | +59.5% | -107.3% | -62.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling