+220,352.3%
CSCO vs LLY
+19,086.9%
+201,265.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.8% |
| 7D | -0.7% | -2.1% | +1.5% | 0.0% |
| 30D | -10.1% | -1.6% | -8.5% | -9.8% |
| 3M | -15.7% | +2.3% | -18.0% | -16.8% |
| 6M | +36.3% | +14.9% | +21.4% | +28.8% |
| YTD | +43.8% | +7.5% | +36.4% | +37.4% |
| 1Y | +63.9% | +55.7% | +8.3% | +38.3% |
| 3Y | +104.4% | +110.6% | -6.3% | +47.5% |
| 5Y | +111.4% | +363.4% | -252.1% | +12.8% |
| 10Y | +361.7% | +1,649.0% | -1,287.3% | +48.0% |
| All | +220,352.3% | +19,086.9% | +201,265.4% | +27,632.6% |
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