+195.7%
MRVL vs LLY
+148.2%
+47.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +1.3% | -5.9% | -4.9% |
| 7D | +11.0% | +6.7% | +4.3% | +9.9% |
| 30D | -36.1% | +19.6% | -55.7% | -38.0% |
| 3M | -29.4% | +19.7% | -49.1% | -31.7% |
| 6M | -11.9% | +42.7% | -54.6% | -19.3% |
| YTD | +84.8% | +35.1% | +49.6% | +70.0% |
| 1Y | +79.4% | +42.2% | +37.2% | +62.6% |
| 3Y | +195.7% | +140.8% | +55.0% | +147.6% |
| All | +195.7% | +148.2% | +47.5% | +147.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling