+1,101.8%
NBIS vs LLY
+24.2%
+1,077.6%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.5% | -1.4% |
| 7D | +17.8% | -3.1% | +20.9% | +17.8% |
| 30D | +30.5% | -8.6% | +39.2% | +30.9% |
| 3M | +9.2% | -1.6% | +10.8% | +8.3% |
| 6M | +153.2% | +11.8% | +141.3% | +145.4% |
| YTD | +187.1% | +5.1% | +182.0% | +180.8% |
| 1Y | +151.1% | +50.7% | +100.4% | +132.2% |
| All | +1,101.8% | +24.2% | +1,077.6% | +1,130.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling