+2,077.5%
LLY vs FERG
+424.2%
+1,653.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.5% | +1.1% |
| 7D | +6.6% | +9.7% | -3.1% | +5.6% |
| 30D | +19.4% | +15.0% | +4.4% | +17.8% |
| 3M | +19.6% | +3.8% | +15.8% | +19.0% |
| 6M | +42.6% | +10.6% | +31.9% | +40.9% |
| YTD | +35.0% | +17.0% | +18.0% | +32.7% |
| 1Y | +42.0% | +7.1% | +34.9% | +40.7% |
| 3Y | +140.5% | +67.7% | +72.8% | +128.4% |
| 5Y | +479.9% | +76.4% | +403.5% | +442.4% |
| All | +2,077.5% | +424.2% | +1,653.2% | +1,782.9% |
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