+96.9%
MRVL vs LLY
+436.7%
-339.8%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.8% | +6.5% | +5.9% |
| 7D | -28.1% | -4.5% | -23.6% | -27.4% |
| 30D | -50.4% | +13.9% | -64.3% | -51.8% |
| 3M | -32.9% | +13.8% | -46.7% | -35.0% |
| 6M | -17.9% | +37.6% | -55.5% | -25.1% |
| YTD | +66.4% | +26.6% | +39.8% | +54.2% |
| 1Y | +51.5% | +45.3% | +6.2% | +34.9% |
| 3Y | +177.9% | +132.2% | +45.7% | +114.7% |
| All | +96.9% | +436.7% | -339.8% | -1.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling