+353.7%
PBF vs NBIX
+1,918.3%
-1,564.6%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.8% | +1.6% |
| 7D | +5.3% | +0.4% | +5.0% | +5.3% |
| 30D | +11.7% | -0.2% | +11.9% | +11.7% |
| 3M | +91.1% | -4.0% | +95.1% | +92.1% |
| 6M | +88.4% | +20.6% | +67.8% | +80.0% |
| YTD | +194.1% | +10.1% | +183.9% | +185.4% |
| 1Y | +180.4% | +8.8% | +171.6% | +172.1% |
| 3Y | +59.3% | +42.5% | +16.8% | +43.5% |
| 5Y | +816.3% | +61.5% | +754.8% | +695.8% |
| 10Y | +373.1% | +217.6% | +155.5% | +275.5% |
| All | +353.7% | +1,918.3% | -1,564.6% | +204.3% |
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