+253.8%
INTC vs LLY
+1,542.3%
-1,288.5%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | -2.2% | +11.3% | +9.6% |
| 7D | +17.4% | -3.1% | +20.5% | +18.3% |
| 30D | +2.8% | -5.1% | +7.9% | +3.7% |
| 3M | -5.3% | -2.1% | -3.2% | -5.9% |
| 6M | +140.6% | +13.8% | +126.8% | +128.7% |
| YTD | +183.1% | +5.1% | +178.0% | +174.2% |
| 1Y | +326.8% | +53.1% | +273.6% | +268.2% |
| 3Y | +179.4% | +95.6% | +83.8% | +114.8% |
| 5Y | +111.7% | +361.5% | -249.8% | +15.9% |
| 10Y | +253.8% | +1,545.2% | -1,291.3% | +17.1% |
| All | +253.8% | +1,542.3% | -1,288.5% | +17.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling