+18,001.8%
LLY vs SNPS
+6,079.8%
+11,922.0%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -4.9% | +1.1% | -3.1% |
| 7D | -0.7% | -10.2% | +9.5% | +0.8% |
| 30D | +17.9% | -12.8% | +30.7% | +19.9% |
| 3M | +16.8% | +9.9% | +7.0% | +14.6% |
| 6M | +38.4% | -12.4% | +50.8% | +39.5% |
| YTD | +27.6% | -6.3% | +33.9% | +26.7% |
| 1Y | +48.3% | +7.6% | +40.7% | +44.3% |
| 3Y | +145.4% | -9.8% | +155.1% | +137.0% |
| 5Y | +438.9% | +29.2% | +409.7% | +387.4% |
| 10Y | +2,101.6% | +663.8% | +1,437.8% | +1,453.0% |
| All | +18,001.8% | +6,079.8% | +11,922.0% | +9,221.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling