+2,006.3%
LLY vs SNPS
+702.6%
+1,303.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +3.7% | +0.6% | +3.6% |
| 7D | +0.1% | +0.2% | -0.1% | 0.0% |
| 30D | +19.7% | -8.4% | +28.2% | +21.3% |
| 3M | +19.3% | +12.3% | +7.0% | +15.8% |
| 6M | +49.3% | -9.6% | +58.9% | +50.3% |
| YTD | +32.0% | -0.6% | +32.6% | +29.4% |
| 1Y | +53.7% | +18.7% | +35.0% | +44.7% |
| 3Y | +143.7% | -7.6% | +151.3% | +126.6% |
| 5Y | +463.9% | +34.1% | +429.8% | +359.0% |
| 10Y | +2,006.3% | +691.2% | +1,315.1% | +833.2% |
| All | +2,006.3% | +702.6% | +1,303.7% | +833.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SNPS.
Daily Out/Under-Performance
Portfolio return minus SNPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNPS 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 10y: compounded portfolio wealth divided by compounded SNPS 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…
10y analysis · Full analysis span regression · 6 months rolling