-30.7%
AVGO vs LLY
+37.0%
-67.7%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +0.4% |
| 7D | -9.9% | -4.5% | -5.5% | -11.7% |
| 30D | -22.0% | +13.9% | -35.9% | -16.4% |
| 3M | -30.0% | +13.8% | -43.8% | -24.6% |
| 6M | -30.7% | +37.6% | -68.3% | -7.7% |
| All | -30.7% | +37.0% | -67.7% | -7.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling