+1,323.9%
ASML vs LLY
+2,079.7%
-755.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -3.8% | -5.6% | -8.4% |
| 7D | -19.0% | -0.7% | -18.4% | -18.9% |
| 30D | -25.9% | +17.9% | -43.8% | -29.0% |
| 3M | -19.1% | +16.8% | -35.9% | -22.5% |
| 6M | -5.7% | +38.4% | -44.2% | -14.2% |
| YTD | +27.6% | +27.6% | 0.0% | +17.6% |
| 1Y | +30.8% | +48.3% | -17.6% | +15.3% |
| 3Y | +116.2% | +145.4% | -29.1% | +60.4% |
| 5Y | +67.7% | +438.9% | -371.2% | -5.2% |
| All | +1,323.9% | +2,079.7% | -755.7% | +425.7% |
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 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