+1,983.3%
LLY vs BRKR
+172.5%
+1,810.8%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.4% | -0.6% |
| 7D | -2.9% | -8.7% | +5.7% | -2.0% |
| 30D | -8.4% | -9.9% | +1.4% | -7.5% |
| 3M | -3.8% | -3.1% | -0.7% | -4.0% |
| 6M | +11.9% | +45.5% | -33.6% | +6.3% |
| YTD | +4.3% | +13.7% | -9.4% | +1.5% |
| 1Y | +48.5% | +67.4% | -19.0% | +38.3% |
| 3Y | +91.2% | -13.2% | +104.5% | +87.9% |
| 5Y | +387.5% | -39.5% | +427.0% | +392.3% |
| 10Y | +1,567.6% | +153.5% | +1,414.1% | +1,350.2% |
| All | +1,983.3% | +172.5% | +1,810.8% | +1,430.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 BRKR 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