+222.4%
LLY vs NVDL
+2,657.6%
-2,435.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.0% | +1.8% | -2.0% |
| 7D | -3.1% | +7.3% | -10.4% | -3.4% |
| 30D | -5.1% | -0.7% | -4.4% | -5.2% |
| 3M | -2.1% | +9.5% | -11.5% | -2.9% |
| 6M | +13.8% | +41.6% | -27.8% | +10.5% |
| YTD | +5.1% | +23.3% | -18.2% | +2.5% |
| 1Y | +53.1% | +40.3% | +12.8% | +47.2% |
| 3Y | +95.6% | +692.2% | -596.5% | +63.2% |
| All | +222.4% | +2,657.6% | -2,435.1% | +173.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling