-19.1%
ASML vs LLY
+16.4%
-35.5%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -3.8% | -5.6% | -10.4% |
| 7D | -19.0% | -0.7% | -18.4% | -18.7% |
| 30D | -25.9% | +17.9% | -43.8% | -19.5% |
| 3M | -19.1% | +16.8% | -35.9% | -11.5% |
| All | -19.1% | +16.4% | -35.5% | -11.5% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling