+104.3%
NBIX vs FGI
-69.1%
+173.4%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.4% | -2.4% | 0.0% |
| 7D | -1.7% | +14.7% | -16.4% | -1.7% |
| 30D | -5.9% | +67.0% | -72.9% | -6.0% |
| 3M | -6.1% | +31.0% | -37.1% | -6.0% |
| 6M | +19.4% | +126.8% | -107.4% | +17.8% |
| YTD | +9.4% | +35.6% | -26.2% | +8.6% |
| 1Y | +7.6% | +108.9% | -101.3% | +5.0% |
| 3Y | +42.0% | -0.3% | +42.2% | +39.7% |
| All | +104.3% | -69.1% | +173.4% | +109.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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