+1,119.4%
NBIS vs EXEL
+99.2%
+1,020.2%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -2.3% | +10.0% | +8.4% |
| 7D | +22.2% | +1.4% | +20.9% | +21.6% |
| 30D | +29.7% | +6.7% | +23.1% | +26.6% |
| 3M | +11.9% | +11.5% | +0.4% | +7.8% |
| 6M | +173.0% | +38.8% | +134.2% | +144.9% |
| YTD | +191.4% | +31.6% | +159.8% | +165.0% |
| 1Y | +280.7% | +53.0% | +227.7% | +233.6% |
| All | +1,119.4% | +99.2% | +1,020.2% | +1,033.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling