+224.4%
MRK vs NBIX
+219.9%
+4.5%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.5% |
| 7D | -4.3% | +0.4% | -4.6% | -4.3% |
| 30D | +8.3% | -0.2% | +8.5% | +8.3% |
| 3M | +20.0% | -4.0% | +24.0% | +20.5% |
| 6M | +25.7% | +20.6% | +5.1% | +22.3% |
| YTD | +38.7% | +10.1% | +28.6% | +36.4% |
| 1Y | +74.7% | +8.8% | +65.9% | +71.6% |
| 3Y | +45.4% | +42.5% | +2.9% | +35.8% |
| 5Y | +129.0% | +61.5% | +67.5% | +108.8% |
| All | +224.4% | +219.9% | +4.5% | +166.9% |
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