+1,022.8%
NBIS vs LLY
+23.2%
+999.5%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.5% |
| 7D | -0.8% | -2.9% | +2.1% | -0.8% |
| 30D | -13.4% | -8.4% | -4.9% | -13.2% |
| 3M | +1.0% | -3.8% | +4.8% | +0.4% |
| 6M | +100.5% | +11.9% | +88.6% | +94.2% |
| YTD | +168.3% | +4.3% | +163.9% | +162.4% |
| 1Y | +151.8% | +48.5% | +103.3% | +133.2% |
| All | +1,022.8% | +23.2% | +999.5% | +1,050.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LLY.
Daily Out/Under-Performance
Portfolio return minus LLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LLY 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 10y: compounded portfolio wealth divided by compounded LLY 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…
10y analysis · Full analysis span regression · 6 months rolling