-19.9%
NBIS vs LLY
+17.0%
-36.9%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.4% | +0.3% | +15.1% | +15.6% |
| 7D | +9.3% | +1.4% | +7.9% | +8.6% |
| 30D | -26.4% | +21.5% | -47.9% | -15.8% |
| 3M | -19.9% | +18.5% | -38.4% | -11.0% |
| All | -19.9% | +17.0% | -36.9% | -11.0% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling