+314.6%
LLY vs NVDL
+1,259.0%
-944.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.0% | +5.2% | +1.4% |
| 7D | +6.7% | -24.8% | +31.5% | +7.9% |
| 30D | +19.6% | -48.0% | +67.6% | +22.6% |
| 3M | +19.7% | -51.5% | +71.2% | +22.9% |
| 6M | +42.7% | -54.9% | +97.7% | +46.5% |
| YTD | +35.1% | -39.2% | +74.4% | +35.4% |
| 1Y | +42.2% | -41.1% | +83.3% | +42.5% |
| 3Y | +140.8% | +262.9% | -122.1% | +107.0% |
| All | +314.6% | +1,259.0% | -944.3% | +261.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDL.
Daily Out/Under-Performance
Portfolio return minus NVDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDL 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 NVDL 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