+1,119.4%
NBIS vs LLY
+24.1%
+1,095.3%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -2.2% | +9.9% | +7.8% |
| 7D | +22.2% | -3.1% | +25.3% | +22.3% |
| 30D | +29.7% | -5.1% | +34.8% | +29.8% |
| 3M | +11.9% | -2.1% | +13.9% | +11.0% |
| 6M | +173.0% | +13.8% | +159.2% | +164.2% |
| YTD | +191.4% | +5.1% | +186.3% | +184.9% |
| 1Y | +280.7% | +53.1% | +227.6% | +251.5% |
| All | +1,119.4% | +24.1% | +1,095.3% | +1,148.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling