-26.7%
COMP vs NBIX
+59.9%
-86.6%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +11.2% |
| YTD | -0.6% | +10.1% | -10.7% | -6.1% |
| 1Y | +11.5% | +8.8% | +2.7% | +5.1% |
| 3Y | +220.4% | +42.5% | +177.9% | +147.6% |
| All | -26.7% | +59.9% | -86.6% | -50.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling