+133,470.8%
MSFT vs LLY
+17,658.0%
+115,812.9%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.2% | -1.8% |
| 7D | -2.7% | -2.1% | -0.5% | -2.0% |
| 30D | +2.7% | -1.6% | +4.3% | +3.1% |
| 3M | +17.0% | +2.3% | +14.7% | +15.3% |
| 6M | +23.8% | +14.9% | +8.9% | +16.7% |
| YTD | +4.0% | +7.5% | -3.5% | -0.5% |
| 1Y | -0.8% | +55.7% | -56.5% | -16.4% |
| 3Y | +55.6% | +110.6% | -55.0% | +12.5% |
| 5Y | +72.9% | +363.4% | -290.5% | -7.3% |
| 10Y | +875.8% | +1,649.0% | -773.2% | +217.7% |
| All | +133,470.8% | +17,658.0% | +115,812.9% | +15,496.6% |
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 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