+275.4%
ORCL vs LLY
+2,025.7%
-1,750.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.8% |
| 7D | +10.4% | +4.6% | +5.8% | +9.2% |
| 30D | -11.2% | +22.4% | -33.6% | -15.8% |
| 3M | -16.8% | +17.1% | -33.9% | -20.3% |
| 6M | -31.5% | +44.6% | -76.1% | -38.4% |
| YTD | -33.9% | +33.5% | -67.4% | -39.8% |
| 1Y | -43.3% | +41.1% | -84.4% | -49.3% |
| 3Y | +16.5% | +143.8% | -127.3% | -16.0% |
| 5Y | +45.4% | +473.4% | -428.0% | -24.7% |
| All | +275.4% | +2,025.7% | -1,750.2% | +22.6% |
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