+89.4%
ASML vs LLY
+471.4%
-382.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.8% | -0.6% |
| 7D | -2.9% | +1.6% | -4.5% | -3.1% |
| 30D | -15.2% | +21.5% | -36.6% | -18.5% |
| 3M | -12.9% | +16.4% | -29.3% | -15.7% |
| 6M | -5.0% | +51.5% | -56.5% | -14.1% |
| YTD | +41.8% | +33.9% | +7.9% | +31.0% |
| 1Y | +46.0% | +49.1% | -3.1% | +31.0% |
| 3Y | +133.5% | +144.6% | -11.1% | +79.3% |
| All | +89.4% | +471.4% | -382.0% | -5.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling