+47.5%
ASML vs LLY
+44.0%
+3.5%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -0.1% |
| 7D | +4.9% | +6.7% | -1.8% | +5.3% |
| 30D | -9.3% | +19.6% | -28.8% | -8.1% |
| 3M | -19.0% | +19.7% | -38.7% | -17.7% |
| 6M | -5.2% | +42.7% | -48.0% | -5.1% |
| YTD | +40.6% | +35.1% | +5.5% | +38.2% |
| 1Y | +47.5% | +42.2% | +5.3% | +44.9% |
| All | +47.5% | +44.0% | +3.5% | +44.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling