+177.9%
MRVL vs LLY
+142.0%
+35.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.8% | +6.5% | +5.8% |
| 7D | -28.1% | -4.5% | -23.6% | -27.5% |
| 30D | -50.4% | +13.9% | -64.3% | -51.5% |
| 3M | -32.9% | +13.8% | -46.7% | -34.6% |
| 6M | -17.9% | +37.6% | -55.5% | -24.6% |
| YTD | +66.4% | +26.6% | +39.8% | +55.0% |
| 1Y | +51.5% | +45.3% | +6.2% | +35.6% |
| 3Y | +177.9% | +132.2% | +45.7% | +139.3% |
| All | +177.9% | +142.0% | +35.9% | +139.3% |
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