+443.8%
LLY vs EMR
+80.8%
+363.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.7% |
| 7D | -4.5% | -1.6% | -2.9% | -4.1% |
| 30D | +13.9% | +2.0% | +11.9% | +13.3% |
| 3M | +13.8% | +3.8% | +9.9% | +12.4% |
| 6M | +37.6% | +10.5% | +27.1% | +33.2% |
| YTD | +26.6% | +23.7% | +2.9% | +18.1% |
| 1Y | +45.3% | +25.4% | +19.9% | +35.0% |
| 3Y | +132.2% | +86.6% | +45.7% | +89.6% |
| All | +443.8% | +80.8% | +363.1% | +331.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 EMR 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