-28.2%
NBIS vs LLY
+46.9%
-75.1%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.8% | -0.7% | -16.1% | -17.2% |
| 7D | +6.9% | +4.6% | +2.3% | +9.4% |
| 30D | -37.8% | +22.4% | -60.2% | -27.6% |
| 3M | -50.4% | +17.1% | -67.5% | -43.5% |
| 6M | -28.2% | +44.6% | -72.8% | -25.2% |
| All | -28.2% | +46.9% | -75.1% | -25.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling