+110.2%
LLY vs SNPS
-14.5%
+124.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.4% | +4.5% | -0.4% |
| 7D | -2.1% | -11.0% | +8.9% | -1.2% |
| 30D | -1.6% | -1.7% | +0.1% | -1.7% |
| 3M | +2.3% | -20.4% | +22.6% | +4.3% |
| 6M | +14.9% | -8.6% | +23.5% | +14.7% |
| YTD | +7.5% | -16.2% | +23.6% | +8.3% |
| 1Y | +55.7% | -34.6% | +90.3% | +60.0% |
| All | +110.2% | -14.5% | +124.7% | +89.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling