+622.9%
PFE vs NBIX
+1,201.8%
-578.9%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.3% |
| 7D | -2.6% | +0.4% | -2.9% | -2.6% |
| 30D | +5.4% | -0.2% | +5.5% | +5.4% |
| 3M | +7.8% | -4.0% | +11.8% | +8.0% |
| 6M | +5.0% | +20.6% | -15.6% | +3.0% |
| YTD | +17.1% | +10.1% | +6.9% | +15.7% |
| 1Y | +19.3% | +8.8% | +10.5% | +17.9% |
| 3Y | -0.9% | +42.5% | -43.4% | -5.4% |
| 5Y | -20.8% | +61.5% | -82.3% | -25.7% |
| 10Y | +35.0% | +217.6% | -182.6% | +15.6% |
| All | +622.9% | +1,201.8% | -578.9% | +312.2% |
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