+1,040.6%
NBIS vs EXEL
+98.4%
+942.2%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -1.5% | -3.5% | -4.6% |
| 7D | +8.3% | -2.9% | +11.2% | +9.3% |
| 30D | +18.1% | +11.9% | +6.2% | +13.3% |
| 3M | +7.8% | +9.2% | -1.5% | +4.6% |
| 6M | +136.6% | +39.1% | +97.5% | +112.1% |
| YTD | +172.5% | +31.0% | +141.5% | +148.3% |
| 1Y | +144.3% | +52.3% | +91.9% | +114.1% |
| All | +1,040.6% | +98.4% | +942.2% | +962.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling