+29.8%
ORCL vs LLY
+430.9%
-401.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -3.8% | -3.2% | -6.3% |
| 7D | -17.5% | -0.7% | -16.8% | -17.4% |
| 30D | -20.2% | +17.9% | -38.1% | -22.4% |
| 3M | -19.9% | +16.8% | -36.8% | -22.2% |
| 6M | -37.4% | +38.4% | -75.9% | -41.5% |
| YTD | -40.1% | +27.6% | -67.7% | -43.3% |
| 1Y | -53.4% | +48.3% | -101.7% | -57.6% |
| 3Y | +10.4% | +145.4% | -134.9% | -15.8% |
| 5Y | +29.8% | +438.9% | -409.1% | -31.2% |
| All | +29.8% | +430.9% | -401.1% | -31.2% |
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 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