+1,644.6%
ASML vs LLY
+1,642.9%
+1.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.9% | +5.1% | +4.4% |
| 7D | +1.1% | -2.1% | +3.3% | +1.6% |
| 30D | +2.2% | -1.6% | +3.8% | +2.3% |
| 3M | -2.3% | +2.3% | -4.6% | -3.6% |
| 6M | +23.0% | +14.9% | +8.1% | +17.2% |
| YTD | +61.1% | +7.5% | +53.6% | +55.1% |
| 1Y | +129.1% | +55.7% | +73.4% | +97.8% |
| 3Y | +165.4% | +110.6% | +54.8% | +103.9% |
| 5Y | +109.5% | +363.4% | -254.0% | +22.5% |
| All | +1,644.6% | +1,642.9% | +1.7% | +575.3% |
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