+104.3%
NBIX vs FGI
-69.8%
+174.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.2% | -0.3% |
| 7D | -1.0% | +5.2% | -6.2% | -1.0% |
| 30D | -5.1% | +65.2% | -70.3% | -5.1% |
| 3M | -4.9% | +30.2% | -35.1% | -4.8% |
| 6M | +21.1% | +87.8% | -66.7% | +19.7% |
| YTD | +9.4% | +32.5% | -23.1% | +8.6% |
| 1Y | +7.9% | +93.6% | -85.7% | +5.4% |
| 3Y | +42.0% | -2.6% | +44.6% | +39.7% |
| All | +104.3% | -69.8% | +174.1% | +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 all: 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…
all analysis · Full analysis span regression · 6 months rolling