+346.9%
ORCL vs LLY
+1,642.9%
-1,296.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.9% | +4.0% | +3.3% |
| 7D | +5.3% | -2.1% | +7.4% | +5.8% |
| 30D | +10.0% | -1.6% | +11.6% | +10.3% |
| 3M | -32.6% | +2.3% | -34.9% | -33.5% |
| 6M | +4.9% | +14.9% | -10.0% | -0.2% |
| YTD | -17.8% | +7.5% | -25.2% | -20.7% |
| 1Y | -28.0% | +55.7% | -83.7% | -38.4% |
| 3Y | +36.0% | +110.6% | -74.6% | +1.0% |
| 5Y | +88.7% | +363.4% | -274.7% | +3.3% |
| All | +346.9% | +1,642.9% | -1,296.0% | +53.6% |
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