+107.2%
LLY vs NVD
-99.2%
+206.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.9% | -6.1% | -2.0% |
| 7D | -3.1% | -7.7% | +4.5% | -3.5% |
| 30D | -5.1% | -5.8% | +0.7% | -5.2% |
| 3M | -2.1% | -23.2% | +21.1% | -3.1% |
| 6M | +13.8% | -49.7% | +63.6% | +9.5% |
| YTD | +5.1% | -47.7% | +52.8% | +1.7% |
| 1Y | +53.1% | -61.3% | +114.5% | +45.5% |
| 3Y | +95.6% | -99.2% | +194.8% | +28.4% |
| All | +107.2% | -99.2% | +206.4% | +36.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 NVD 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