+448.2%
LLY vs SNPS
+28.8%
+419.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -4.9% | +1.1% | -3.3% |
| 7D | -0.7% | -10.2% | +9.5% | +0.4% |
| 30D | +17.9% | -12.8% | +30.7% | +19.5% |
| 3M | +16.8% | +9.9% | +7.0% | +15.0% |
| 6M | +38.4% | -12.4% | +50.8% | +39.6% |
| YTD | +27.6% | -6.3% | +33.9% | +26.9% |
| 1Y | +48.3% | +7.6% | +40.7% | +44.3% |
| 3Y | +145.4% | -9.8% | +155.1% | +132.6% |
| All | +448.2% | +28.8% | +419.3% | +384.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling