+7,836.4%
NVDA vs LLY
+2,052.4%
+5,784.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.3% | -3.3% | -2.4% |
| 7D | -12.7% | +6.7% | -19.5% | -14.5% |
| 30D | -26.4% | +19.6% | -46.0% | -30.5% |
| 3M | -27.6% | +19.7% | -47.4% | -31.9% |
| 6M | -27.7% | +42.7% | -70.5% | -36.2% |
| YTD | -12.5% | +35.1% | -47.6% | -22.3% |
| 1Y | -12.6% | +42.2% | -54.8% | -24.0% |
| 3Y | +235.9% | +140.8% | +95.2% | +131.8% |
| 5Y | +438.2% | +480.6% | -42.3% | +154.3% |
| All | +7,836.4% | +2,052.4% | +5,784.0% | +2,186.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling