+1,545.2%
LLY vs SNPS
+554.7%
+990.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.8% | -2.1% |
| 7D | -3.1% | -5.5% | +2.4% | -2.1% |
| 30D | -5.1% | -5.8% | +0.7% | -4.4% |
| 3M | -2.1% | -17.2% | +15.1% | +0.9% |
| 6M | +13.8% | -10.4% | +24.2% | +14.5% |
| YTD | +5.1% | -16.5% | +21.6% | +6.8% |
| 1Y | +53.1% | -35.6% | +88.8% | +59.9% |
| 3Y | +95.6% | -14.6% | +110.2% | +83.7% |
| 5Y | +361.5% | +16.5% | +345.0% | +284.5% |
| 10Y | +1,545.2% | +556.6% | +988.6% | +636.8% |
| All | +1,545.2% | +554.7% | +990.5% | +636.8% |
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