Summary of Significant Accounting Policies - Assets and Liabilities Measured at Fair Value on a Recurring Basis (Detail) (USD $) In Thousands, unless otherwise specified	3 Months Ended
	Jun. 30, 2014 Minimum [Member]	Jun. 30, 2014 Quoted Prices in Active Markets for Identical Assets (Level 1) [Member] Common Stock Warrant Liabilities [Member]		Dec. 31, 2013 Quoted Prices in Active Markets for Identical Assets (Level 1) [Member] Common Stock Warrant Liabilities [Member]		Dec. 31, 2013 Quoted Prices in Active Markets for Identical Assets (Level 1) [Member] Embedded Derivative Liabilities [Member]		Jun. 30, 2014 Quoted Prices in Active Markets for Identical Assets (Level 1) [Member] Money market fund shares [Member]		Dec. 31, 2013 Quoted Prices in Active Markets for Identical Assets (Level 1) [Member] Money market fund shares [Member]		Jun. 30, 2014 Significant Other Observable Inputs (Level 2) [Member] Common Stock Warrant Liabilities [Member]		Dec. 31, 2013 Significant Other Observable Inputs (Level 2) [Member] Common Stock Warrant Liabilities [Member]		Dec. 31, 2013 Significant Other Observable Inputs (Level 2) [Member] Embedded Derivative Liabilities [Member]		Jun. 30, 2014 Significant Other Observable Inputs (Level 2) [Member] Money market fund shares [Member]		Dec. 31, 2013 Significant Other Observable Inputs (Level 2) [Member] Money market fund shares [Member]		Jun. 30, 2014 Significant Unobservable Inputs (Level 3) [Member] Common Stock Warrant Liabilities [Member]		Dec. 31, 2013 Significant Unobservable Inputs (Level 3) [Member] Common Stock Warrant Liabilities [Member]		Dec. 31, 2013 Significant Unobservable Inputs (Level 3) [Member] Embedded Derivative Liabilities [Member]		Jun. 30, 2014 Significant Unobservable Inputs (Level 3) [Member] Money market fund shares [Member]		Dec. 31, 2013 Significant Unobservable Inputs (Level 3) [Member] Money market fund shares [Member]		Jun. 30, 2014 Estimate of Fair Value, Fair Value Disclosure [Member] Common Stock Warrant Liabilities [Member]		Dec. 31, 2013 Estimate of Fair Value, Fair Value Disclosure [Member] Common Stock Warrant Liabilities [Member]		Dec. 31, 2013 Estimate of Fair Value, Fair Value Disclosure [Member] Embedded Derivative Liabilities [Member]		Jun. 30, 2014 Estimate of Fair Value, Fair Value Disclosure [Member] Money market fund shares [Member]		Dec. 31, 2013 Estimate of Fair Value, Fair Value Disclosure [Member] Money market fund shares [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Maximum volatility rate	40.00%
Assets
Assets measured at fair value on a recurring basis								$ 78,515	[1]	$ 69,120	[1]							$ 0	[1]	$ 0	[1]							$ 0	[1]	$ 0	[1]							$ 78,515	[1]	$ 69,120	[1]
Liabilities
Liabilities measured at fair value on a recurring basis		$ 0	[2]	$ 0	[2]	$ 0	[3]					$ 0	[2]	$ 0	[2]	$ 0	[3]					$ 11,955	[2]	$ 31,341	[2]	$ 233	[3]					$ 11,955	[2]	$ 31,341	[2]	$ 233	[3]

[1] Cash equivalents are comprised of money market fund shares and are included as a component of cash and cash equivalents on the consolidated balance sheets.

[2] Common stock warrant liabilities include liabilities associated with warrants issued in connection with the Company's July 2012 public offering of common stock and warrants (see Note 6) and warrants issued in connection with the Healthcare Royalty financing agreement (see Note 6), which are measured at fair value using the Black-Scholes option pricing valuation model. The assumptions used in the Black-Scholes option pricing valuation model for both common stock warrant liabilities were: (a) a risk-free interest rate based on the rates for U.S. Treasury zero-coupon bonds with maturities similar to those of the remaining contractual term of the warrants; (b) an assumed dividend yield of zero based on the Company’s expectation that it will not pay dividends in the foreseeable future; (c) an expected term based on the remaining contractual term of the warrants; and (d) given the Company’s lack of relevant historical data due to the Company’s limited historical experience, an expected volatility based upon the Company's historical volatility, supplemented with historical volatility of comparable companies whose share prices have been publicly available for a sufficient period of time. The significant unobservable input used in measuring the fair value of the common stock warrant liabilities associated with the Healthcare Royalty financing agreement is the expected volatility. Significant increases in volatility would result in a higher fair value measurement. The following additional assumptions were used in the Black-Scholes option pricing valuation model to measure the fair value of the warrants sold in the July 2012 public offering: (a) management's projections regarding the probability of the occurrence of an extraordinary event and the timing of such event; and for the valuation scenario in which an extraordinary event occurs that is not an all cash transaction or an event whereby a public acquirer would assume the warrants, (b) an expected volatility rate using the Company's historical volatility, supplemented with historical volatility of comparable companies, through the projected date of public announcement of an extraordinary transaction, blended with a rate equal to the lesser of 40% and the 180-day volatility rate obtained from the HVT function on Bloomberg as of the trading day immediately following the public announcement of an extraordinary transaction. The significant unobservable inputs used in measuring the fair value of the common stock warrant liabilities associated with the July 2012 public offering are the expected volatility and the probability of the occurrence of an extraordinary event. Significant increases in volatility would result in a higher fair value measurement and significant increases in the probability of an extraordinary event occurring would result in a significantly lower fair value measurement. The decrease in the fair value of the common stock warrant liabilities as of June 30, 2014 was primarily driven by the decrease in the Company's stock price at June 30, 2014 as compared against December 31, 2013 measurement dates.

[3] Embedded derivatives were measured at fair value using various discounted cash flow valuation models and were included as a component of other long-term liabilities on the consolidated balance sheets. The assumptions used in the discounted cash flow valuation models included: (a) management's revenue projections and a revenue sensitivity analysis based on possible future outcomes; (b) probability weighted net cash flows based on the likelihood of Healthcare Royalty receiving interest payments over the term of the Healthcare Royalty financing agreement; (c) probability of bankruptcy; (d) weighted average cost of capital that included the addition of a company specific risk premium to account for uncertainty associated with the Company achieving future cash flows; (e) the probability of a change in control occurring during the term of the Healthcare Royalty financing agreement; and (f) the probability of an exercise of the embedded derivative instruments. The significant unobservable inputs used in measuring the fair value of the embedded derivatives were management’s revenue projections. Significant decreases in these significant inputs would result in a higher fair value measurement of the liability. The embedded derivatives were derecognized in May 2014 as a result of the early extinguishment of the Healthcare Royalty Financing Agreement (see Note 5).