+372.0%
LLY vs DOCS
-73.4%
+445.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.8% | +1.9% | -0.8% |
| 7D | -2.1% | -1.4% | -0.7% | -2.1% |
| 30D | -1.6% | +21.8% | -23.4% | -2.5% |
| 3M | +2.3% | +27.3% | -25.0% | +1.1% |
| 6M | +14.9% | -0.3% | +15.2% | +14.4% |
| YTD | +7.5% | -40.5% | +48.0% | +9.5% |
| 1Y | +55.7% | -61.5% | +117.2% | +61.5% |
| 3Y | +110.6% | +8.2% | +102.4% | +110.1% |
| All | +372.0% | -73.4% | +445.4% | +360.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS 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 DOCS 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