+6,115.3%
LLY vs FERG
+1,516.3%
+4,599.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.6% | +2.9% | -0.4% |
| 7D | +4.6% | +8.2% | -3.6% | +4.0% |
| 30D | +22.4% | +14.4% | +8.0% | +21.3% |
| 3M | +17.1% | +4.3% | +12.8% | +16.7% |
| 6M | +44.6% | +7.9% | +36.8% | +43.7% |
| YTD | +33.5% | +16.3% | +17.2% | +31.9% |
| 1Y | +41.1% | +2.2% | +38.9% | +40.6% |
| 3Y | +143.8% | +67.3% | +76.5% | +135.5% |
| 5Y | +473.4% | +75.3% | +398.0% | +448.9% |
| 10Y | +2,035.0% | +421.0% | +1,614.0% | +1,877.9% |
| All | +6,115.3% | +1,516.3% | +4,599.0% | +5,709.5% |
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 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