+6,442.5%
LLY vs DGX
+8,858.2%
-2,415.8%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | +0.1% | -0.7% |
| 7D | -2.1% | -2.3% | +0.2% | -1.6% |
| 30D | -1.6% | +0.6% | -2.2% | -1.7% |
| 3M | +2.3% | +21.4% | -19.1% | -2.2% |
| 6M | +14.9% | +14.7% | +0.2% | +11.2% |
| YTD | +7.5% | +38.4% | -31.0% | -0.5% |
| 1Y | +55.7% | +34.0% | +21.7% | +45.0% |
| 3Y | +110.6% | +92.7% | +17.9% | +78.8% |
| 5Y | +363.4% | +67.7% | +295.7% | +303.7% |
| 10Y | +1,649.0% | +248.0% | +1,401.0% | +1,164.4% |
| All | +6,442.5% | +8,858.2% | -2,415.8% | +2,438.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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