+1,204.0%
MRVL vs LLY
+2,040.2%
-836.2%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +4.3% | +5.2% | +8.4% |
| 7D | -9.8% | +0.1% | -9.9% | -9.7% |
| 30D | -43.8% | +19.7% | -63.6% | -46.5% |
| 3M | -29.3% | +19.3% | -48.6% | -32.8% |
| 6M | -9.1% | +49.3% | -58.4% | -19.8% |
| YTD | +82.2% | +32.0% | +50.2% | +65.4% |
| 1Y | +70.3% | +53.7% | +16.6% | +47.5% |
| 3Y | +197.0% | +143.7% | +53.3% | +119.1% |
| 5Y | +115.8% | +463.9% | -348.1% | +18.4% |
| 10Y | +1,204.0% | +2,006.3% | -802.3% | +378.4% |
| All | +1,204.0% | +2,040.2% | -836.2% | +378.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LLY.
Daily Out/Under-Performance
Portfolio return minus LLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LLY 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 LLY 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