+42.7%
ORCL vs LLY
+481.2%
-438.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.3% | -2.6% | -1.6% |
| 7D | +8.0% | +6.7% | +1.2% | +6.8% |
| 30D | -4.0% | +19.6% | -23.5% | -6.8% |
| 3M | -19.5% | +19.7% | -39.2% | -22.0% |
| 6M | -33.5% | +42.7% | -76.2% | -38.0% |
| YTD | -34.8% | +35.1% | -70.0% | -38.9% |
| 1Y | -41.6% | +42.2% | -83.8% | -46.0% |
| 3Y | +13.8% | +140.8% | -127.0% | -12.1% |
| All | +42.7% | +481.2% | -438.5% | -23.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling