+1,040.6%
NBIS vs PFE
+8.4%
+1,032.2%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -0.5% | -4.6% | -5.2% |
| 7D | +8.3% | -4.0% | +12.3% | +7.1% |
| 30D | +18.1% | +3.9% | +14.2% | +19.5% |
| 3M | +7.8% | +9.9% | -2.1% | +10.5% |
| 6M | +136.6% | +5.3% | +131.3% | +141.9% |
| YTD | +172.5% | +16.8% | +155.7% | +179.5% |
| 1Y | +144.3% | +20.4% | +123.8% | +151.3% |
| All | +1,040.6% | +8.4% | +1,032.2% | +1,018.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PFE.
Daily Out/Under-Performance
Portfolio return minus PFE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFE 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 10y: compounded portfolio wealth divided by compounded PFE 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…
10y analysis · Full analysis span regression · 6 months rolling