+483.3%
LLY vs SNPS
+30.3%
+453.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +2.9% | +1.4% |
| 7D | +6.7% | +1.1% | +5.7% | +6.6% |
| 30D | +19.6% | -5.2% | +24.7% | +20.1% |
| 3M | +19.7% | +10.6% | +9.2% | +17.8% |
| 6M | +42.7% | -10.6% | +53.4% | +43.7% |
| YTD | +35.1% | -3.1% | +38.2% | +33.9% |
| 1Y | +42.2% | +15.6% | +26.6% | +37.1% |
| 3Y | +140.8% | -12.9% | +153.7% | +130.2% |
| All | +483.3% | +30.3% | +453.0% | +414.6% |
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