+1,395.4%
ASML vs LLY
+2,062.5%
-667.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.8% | +5.8% | +5.2% |
| 7D | -9.0% | -4.5% | -4.5% | -8.0% |
| 30D | -21.0% | +13.9% | -34.9% | -23.6% |
| 3M | -16.3% | +13.8% | -30.1% | -19.3% |
| 6M | -7.5% | +37.6% | -45.1% | -15.8% |
| YTD | +34.0% | +26.6% | +7.4% | +23.7% |
| 1Y | +39.3% | +45.3% | -6.1% | +23.5% |
| 3Y | +128.9% | +132.2% | -3.4% | +72.6% |
| 5Y | +76.1% | +434.7% | -358.6% | -0.2% |
| All | +1,395.4% | +2,062.5% | -667.1% | +453.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling