+1,560.7%
LLY vs FERG
+348.1%
+1,212.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | 0.0% |
| 7D | -3.2% | -1.0% | -2.1% | -3.1% |
| 30D | -7.4% | -11.8% | +4.4% | -6.4% |
| 3M | -1.0% | -1.2% | +0.2% | -1.0% |
| 6M | +12.5% | -2.3% | +14.8% | +12.6% |
| YTD | +5.0% | +0.8% | +4.2% | +4.7% |
| 1Y | +49.8% | +0.5% | +49.3% | +49.3% |
| 3Y | +95.5% | +51.4% | +44.1% | +87.9% |
| 5Y | +390.7% | +67.5% | +323.2% | +364.5% |
| All | +1,560.7% | +348.1% | +1,212.5% | +1,352.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FERG.
Daily Out/Under-Performance
Portfolio return minus FERG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FERG 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 10y: compounded portfolio wealth divided by compounded FERG 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…
10y analysis · Full analysis span regression · 6 months rolling