+97,349.8%
ASML vs LLY
+14,652.4%
+82,697.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.9% | +5.1% | +4.5% |
| 7D | +1.1% | -2.1% | +3.3% | +1.9% |
| 30D | +2.2% | -1.6% | +3.8% | +2.4% |
| 3M | -2.3% | +2.3% | -4.6% | -4.2% |
| 6M | +23.0% | +14.9% | +8.1% | +14.9% |
| YTD | +61.1% | +7.5% | +53.6% | +52.6% |
| 1Y | +129.1% | +55.7% | +73.4% | +87.3% |
| 3Y | +165.4% | +110.6% | +54.8% | +84.2% |
| 5Y | +109.5% | +363.4% | -254.0% | +3.0% |
| 10Y | +1,645.7% | +1,649.0% | -3.3% | +362.4% |
| All | +97,349.8% | +14,652.4% | +82,697.3% | +11,392.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling