+1,220.2%
MRK vs NBIX
+1,201.8%
+18.4%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +20.3% |
| 6M | +25.7% | +20.6% | +5.1% | +23.4% |
| YTD | +38.7% | +10.1% | +28.6% | +37.2% |
| 1Y | +74.7% | +8.8% | +65.9% | +72.7% |
| 3Y | +45.4% | +42.5% | +2.9% | +39.1% |
| 5Y | +129.0% | +61.5% | +67.5% | +115.3% |
| 10Y | +228.0% | +217.6% | +10.5% | +182.1% |
| All | +1,220.2% | +1,201.8% | +18.4% | +638.8% |
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