-21.0%
PNR vs NBIX
+62.0%
-83.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.8% |
| 7D | -6.7% | +1.0% | -7.7% | -6.8% |
| 30D | -15.1% | +2.9% | -18.0% | -15.4% |
| 3M | -23.5% | -1.6% | -22.0% | -23.5% |
| 6M | -35.9% | +21.1% | -57.0% | -37.7% |
| YTD | -45.5% | +10.9% | -56.4% | -46.5% |
| 1Y | -48.7% | +10.8% | -59.6% | -49.8% |
| 3Y | -13.6% | +38.2% | -51.7% | -19.9% |
| 5Y | -21.0% | +66.2% | -87.1% | -30.1% |
| All | -21.0% | +62.0% | -83.0% | -30.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling