+54.4%
INTC vs LLY
+51.2%
+3.2%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +4.3% | +1.2% | +6.4% |
| 7D | -1.0% | +0.1% | -1.1% | -1.1% |
| 30D | -43.3% | +19.7% | -63.0% | -41.2% |
| 3M | -41.6% | +19.3% | -60.8% | -39.4% |
| 6M | -52.5% | +49.3% | -101.8% | -51.4% |
| YTD | +60.9% | +32.0% | +28.9% | +69.7% |
| All | +54.4% | +51.2% | +3.2% | +68.4% |
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