+10.2%
ORCL vs LLY
+142.0%
-131.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +0.9% |
| 7D | -11.2% | -4.5% | -6.7% | -10.7% |
| 30D | -18.8% | +13.9% | -32.7% | -19.9% |
| 3M | -18.8% | +13.8% | -32.5% | -19.9% |
| 6M | -39.7% | +37.6% | -77.3% | -42.4% |
| YTD | -39.6% | +26.6% | -66.2% | -41.6% |
| 1Y | -51.7% | +45.3% | -97.1% | -54.7% |
| 3Y | +10.2% | +132.2% | -122.0% | -10.2% |
| All | +10.2% | +142.0% | -131.8% | -10.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling