+94.2%
INTC vs LLY
+372.4%
-278.2%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.9% | +5.4% | +4.6% |
| 7D | +7.1% | -2.1% | +9.2% | +7.4% |
| 30D | -5.2% | -1.6% | -3.6% | -5.2% |
| 3M | -14.3% | +2.3% | -16.6% | -15.2% |
| 6M | +110.2% | +14.9% | +95.3% | +103.5% |
| YTD | +159.6% | +7.5% | +152.2% | +154.1% |
| 1Y | +289.3% | +55.7% | +233.6% | +253.2% |
| 3Y | +166.1% | +110.6% | +55.5% | +126.1% |
| All | +94.2% | +372.4% | -278.2% | +35.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling