+151.8%
NBIS vs EXEL
+48.5%
+103.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.3% | +0.7% | -0.5% |
| 7D | -0.8% | -4.9% | +4.1% | +1.4% |
| 30D | -13.4% | +11.4% | -24.8% | -18.1% |
| 3M | +1.0% | +4.9% | -3.9% | -1.3% |
| 6M | +100.5% | +34.4% | +66.1% | +70.5% |
| YTD | +168.3% | +28.0% | +140.2% | +131.5% |
| 1Y | +151.8% | +43.6% | +108.1% | +109.0% |
| All | +151.8% | +48.5% | +103.2% | +109.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 1y: compounded portfolio wealth divided by compounded EXEL 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…
1y analysis · Full analysis span regression · 6 months rolling