+144.3%
NBIS vs LLY
+51.1%
+93.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -0.1% | -5.0% | -5.1% |
| 7D | +8.3% | -3.2% | +11.5% | +7.8% |
| 30D | +18.1% | -7.4% | +25.5% | +17.1% |
| 3M | +7.8% | -1.0% | +8.8% | +6.3% |
| 6M | +136.6% | +12.5% | +124.1% | +126.7% |
| YTD | +172.5% | +5.0% | +167.5% | +164.7% |
| 1Y | +144.3% | +49.8% | +94.5% | +129.1% |
| All | +144.3% | +51.1% | +93.2% | +129.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling