+35.5%
ORCL vs LLY
+467.1%
-431.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +4.3% | -1.1% | +2.5% |
| 7D | +0.5% | +0.1% | +0.4% | +0.5% |
| 30D | -15.3% | +19.7% | -35.0% | -17.9% |
| 3M | -18.2% | +19.3% | -37.5% | -20.7% |
| 6M | -38.4% | +49.3% | -87.8% | -43.3% |
| YTD | -37.7% | +32.0% | -69.7% | -41.4% |
| 1Y | -49.3% | +53.7% | -103.0% | -54.1% |
| 3Y | +10.6% | +143.7% | -133.1% | -15.1% |
| 5Y | +35.5% | +463.9% | -428.4% | -28.8% |
| All | +35.5% | +467.1% | -431.6% | -28.8% |
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 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