+67.7%
ASML vs LLY
+430.9%
-363.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -3.8% | -5.6% | -8.6% |
| 7D | -19.0% | -0.7% | -18.4% | -18.9% |
| 30D | -25.9% | +17.9% | -43.8% | -28.4% |
| 3M | -19.1% | +16.8% | -35.9% | -21.8% |
| 6M | -5.7% | +38.4% | -44.2% | -13.0% |
| YTD | +27.6% | +27.6% | 0.0% | +19.0% |
| 1Y | +30.8% | +48.3% | -17.6% | +17.1% |
| 3Y | +116.2% | +145.4% | -29.1% | +65.3% |
| 5Y | +67.7% | +438.9% | -371.2% | -16.1% |
| All | +67.7% | +430.9% | -363.2% | -16.1% |
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