+68.5%
COST vs NBIX
+43.8%
+24.6%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.3% |
| 7D | -1.2% | +0.4% | -1.6% | -1.2% |
| 30D | -4.7% | -0.2% | -4.5% | -4.7% |
| 3M | -7.1% | -4.0% | -3.1% | -7.0% |
| 6M | -8.5% | +20.6% | -29.1% | -10.0% |
| YTD | +5.4% | +10.1% | -4.8% | +4.3% |
| 1Y | -5.6% | +8.8% | -14.4% | -6.6% |
| 3Y | +68.5% | +42.5% | +26.0% | +58.5% |
| All | +68.5% | +43.8% | +24.6% | +58.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling