+4,905.1%
LLY vs FERG
+1,348.4%
+3,556.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.3% | -3.2% | -1.0% |
| 7D | -2.1% | 0.0% | -2.1% | -2.2% |
| 30D | -1.6% | -10.2% | +8.6% | -0.9% |
| 3M | +2.3% | -0.6% | +2.9% | +2.2% |
| 6M | +14.9% | -6.5% | +21.4% | +15.2% |
| YTD | +7.5% | +4.2% | +3.3% | +7.1% |
| 1Y | +55.7% | -2.3% | +57.9% | +55.6% |
| 3Y | +110.6% | +48.5% | +62.1% | +105.1% |
| 5Y | +363.4% | +72.0% | +291.4% | +346.2% |
| 10Y | +1,649.0% | +369.9% | +1,279.1% | +1,532.2% |
| All | +4,905.1% | +1,348.4% | +3,556.6% | +4,614.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling