+1,743.1%
MRVL vs LLY
+2,221.9%
-478.8%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -0.9% | +7.9% | +7.3% |
| 7D | +3.2% | -2.1% | +5.3% | +3.9% |
| 30D | +5.9% | -1.6% | +7.5% | +6.1% |
| 3M | -29.3% | +2.3% | -31.6% | -30.8% |
| 6M | +186.5% | +14.9% | +171.6% | +168.8% |
| YTD | +163.4% | +7.5% | +156.0% | +150.9% |
| 1Y | +249.5% | +55.7% | +193.8% | +190.7% |
| 3Y | +289.4% | +110.6% | +178.8% | +181.0% |
| 5Y | +270.2% | +363.4% | -93.2% | +94.5% |
| 10Y | +1,748.8% | +1,649.0% | +99.9% | +457.0% |
| All | +1,743.1% | +2,221.9% | -478.8% | +280.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling