-46.7%
COMP vs NBIX
+58.4%
-105.0%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.3% | -3.0% | -3.2% |
| 7D | +4.1% | -1.0% | +5.1% | +4.5% |
| 30D | -14.5% | -5.1% | -9.5% | -13.0% |
| 3M | +41.8% | -4.9% | +46.7% | +43.2% |
| 6M | +23.6% | +21.1% | +2.5% | +13.1% |
| YTD | +1.7% | +9.4% | -7.7% | -3.5% |
| 1Y | +12.6% | +7.9% | +4.7% | +6.7% |
| 3Y | +221.9% | +42.0% | +179.9% | +153.3% |
| 5Y | -28.1% | +63.7% | -91.9% | -49.0% |
| All | -46.7% | +58.4% | -105.0% | -61.3% |
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 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