+183.7%
COPX vs NBIX
+4,828.1%
-4,644.4%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | -0.1% |
| 7D | -2.3% | +0.4% | -2.7% | -2.4% |
| 30D | +0.3% | -0.2% | +0.4% | +0.3% |
| 3M | +6.8% | -4.0% | +10.8% | +7.2% |
| 6M | +7.9% | +20.6% | -12.6% | +4.7% |
| YTD | +23.7% | +10.1% | +13.6% | +21.5% |
| 1Y | +71.5% | +8.8% | +62.7% | +68.4% |
| 3Y | +149.1% | +42.5% | +106.6% | +131.6% |
| 5Y | +167.3% | +61.5% | +105.8% | +141.6% |
| 10Y | +568.5% | +217.6% | +350.9% | +433.5% |
| All | +183.7% | +4,828.1% | -4,644.4% | +23.6% |
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