+9,764.0%
LLY vs NTAP
+23,420.6%
-13,656.6%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | -2.1% | -0.8% | -1.4% | -2.1% |
| 30D | -1.6% | -0.5% | -1.1% | -1.6% |
| 3M | +2.3% | +4.1% | -1.8% | +1.7% |
| 6M | +14.9% | +88.0% | -73.1% | +7.6% |
| YTD | +7.5% | +75.6% | -68.1% | +1.2% |
| 1Y | +55.7% | +58.9% | -3.2% | +47.8% |
| 3Y | +110.6% | +153.6% | -43.0% | +90.2% |
| 5Y | +363.4% | +127.6% | +235.8% | +319.7% |
| 10Y | +1,649.0% | +580.4% | +1,068.6% | +1,311.9% |
| All | +9,764.0% | +23,420.6% | -13,656.6% | +4,519.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP 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 NTAP 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