+925.0%
PNR vs NBIX
+1,201.8%
-276.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | 0.0% | -0.2% |
| 7D | -6.0% | +0.4% | -6.4% | -6.1% |
| 30D | -14.0% | -0.2% | -13.8% | -14.0% |
| 3M | -21.7% | -4.0% | -17.7% | -21.5% |
| 6M | -37.3% | +20.6% | -57.9% | -38.8% |
| YTD | -45.1% | +10.1% | -55.3% | -46.0% |
| 1Y | -49.1% | +8.8% | -57.9% | -49.9% |
| 3Y | -14.8% | +42.5% | -57.3% | -19.8% |
| 5Y | -21.0% | +61.5% | -82.5% | -27.3% |
| 10Y | +64.7% | +217.6% | -152.8% | +35.0% |
| All | +925.0% | +1,201.8% | -276.8% | +434.9% |
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 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