-14.0%
NVDA vs LLY
+44.6%
-58.7%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.7% | -3.6% | -4.4% |
| 7D | -8.5% | +4.6% | -13.1% | -7.9% |
| 30D | -27.3% | +22.4% | -49.6% | -25.2% |
| 3M | -25.8% | +17.1% | -42.9% | -23.9% |
| 6M | -24.6% | +44.6% | -69.2% | -21.7% |
| YTD | -10.7% | +33.5% | -44.1% | -6.3% |
| 1Y | -14.0% | +41.1% | -55.2% | -8.8% |
| All | -14.0% | +44.6% | -58.7% | -8.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling