+1,549.9%
LLY vs TMO
+338.2%
+1,211.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -1.1% |
| 7D | -2.9% | -0.6% | -2.3% | -2.7% |
| 30D | -8.4% | +1.1% | -9.6% | -8.9% |
| 3M | -3.8% | +28.3% | -32.1% | -12.5% |
| 6M | +11.9% | +23.3% | -11.3% | +2.7% |
| YTD | +4.3% | +5.5% | -1.1% | +1.3% |
| 1Y | +48.5% | +24.5% | +23.9% | +35.5% |
| 3Y | +91.2% | +19.6% | +71.7% | +73.5% |
| 5Y | +387.5% | +8.1% | +379.4% | +349.6% |
| All | +1,549.9% | +338.2% | +1,211.7% | +700.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TMO.
Daily Out/Under-Performance
Portfolio return minus TMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMO 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 TMO 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