+247.2%
AMAT vs LLY
+364.4%
-117.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.9% | +5.2% | +4.5% |
| 7D | -1.5% | -2.1% | +0.6% | -1.1% |
| 30D | -14.8% | -1.6% | -13.2% | -14.7% |
| 3M | -9.3% | +2.3% | -11.6% | -10.4% |
| 6M | +27.4% | +14.9% | +12.5% | +21.9% |
| YTD | +77.6% | +7.5% | +70.1% | +71.4% |
| 1Y | +188.9% | +55.7% | +133.3% | +151.5% |
| 3Y | +202.3% | +110.6% | +91.7% | +141.6% |
| All | +247.2% | +364.4% | -117.2% | +106.0% |
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 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