+390.2%
LLY vs FERG
+70.2%
+320.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | +0.3% |
| 7D | -3.1% | +0.9% | -4.0% | -3.2% |
| 30D | -8.6% | -15.1% | +6.4% | -6.1% |
| 3M | -1.6% | -4.8% | +3.2% | -1.1% |
| 6M | +11.8% | -2.5% | +14.3% | +12.0% |
| YTD | +5.1% | +1.8% | +3.3% | +4.4% |
| 1Y | +50.7% | -0.3% | +51.0% | +49.8% |
| 3Y | +95.7% | +52.9% | +42.8% | +78.0% |
| 5Y | +390.2% | +69.3% | +320.9% | +324.9% |
| All | +390.2% | +70.2% | +320.0% | +324.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling