+38.7%
CSCO vs LLY
+53.4%
-14.7%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.4% | -1.9% | -0.4% |
| 7D | -4.7% | +1.6% | -6.3% | -4.7% |
| 30D | -17.1% | +21.5% | -38.6% | -15.6% |
| 3M | -19.6% | +16.4% | -36.0% | -18.4% |
| 6M | +2.4% | +51.5% | -49.1% | +6.5% |
| YTD | +29.8% | +33.9% | -4.1% | +33.6% |
| 1Y | +38.7% | +49.1% | -10.4% | +40.8% |
| All | +38.7% | +53.4% | -14.7% | +40.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling