+15,172.7%
INTC vs LLY
+17,658.0%
-2,485.3%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.9% | +5.4% | +4.8% |
| 7D | +7.1% | -2.1% | +9.2% | +7.8% |
| 30D | -5.2% | -1.6% | -3.6% | -5.1% |
| 3M | -14.3% | +2.3% | -16.6% | -15.9% |
| 6M | +110.2% | +14.9% | +95.3% | +97.6% |
| YTD | +159.6% | +7.5% | +152.2% | +148.2% |
| 1Y | +289.3% | +55.7% | +233.6% | +227.8% |
| 3Y | +166.1% | +110.6% | +55.5% | +94.8% |
| 5Y | +94.4% | +363.4% | -269.1% | +6.0% |
| 10Y | +227.7% | +1,649.0% | -1,421.3% | +8.9% |
| All | +15,172.7% | +17,658.0% | -2,485.3% | +1,996.0% |
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