+109.3%
INTC vs LLY
+2,040.2%
-1,930.9%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +4.3% | +1.2% | +4.5% |
| 7D | -1.0% | +0.1% | -1.1% | -0.9% |
| 30D | -43.3% | +19.7% | -63.0% | -45.9% |
| 3M | -41.6% | +19.3% | -60.8% | -44.4% |
| 6M | -52.5% | +49.3% | -101.8% | -57.8% |
| YTD | +60.9% | +32.0% | +28.9% | +46.9% |
| 1Y | +55.7% | +53.7% | +2.0% | +35.8% |
| 3Y | +59.2% | +143.7% | -84.6% | +16.2% |
| 5Y | +25.0% | +463.9% | -438.9% | -34.4% |
| 10Y | +109.3% | +2,006.3% | -1,897.1% | -35.6% |
| All | +109.3% | +2,040.2% | -1,930.9% | -35.6% |
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 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