+1,141.1%
NBIX vs COO
+4,331.5%
-3,190.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.2% | +6.2% | +2.2% |
| 7D | -1.7% | -9.0% | +7.3% | +1.4% |
| 30D | -5.9% | -16.8% | +10.9% | +0.1% |
| 3M | -6.1% | -7.5% | +1.4% | -3.9% |
| 6M | +19.4% | -16.3% | +35.7% | +26.0% |
| YTD | +9.4% | -22.5% | +31.9% | +18.4% |
| 1Y | +7.6% | -7.0% | +14.6% | +8.9% |
| 3Y | +42.0% | -27.5% | +69.4% | +52.5% |
| 5Y | +64.3% | -43.3% | +107.6% | +88.4% |
| 10Y | +215.4% | +37.6% | +177.8% | +159.1% |
| All | +1,141.1% | +4,331.5% | -3,190.4% | +283.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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