+33,471.1%
ORCL vs LLY
+17,658.0%
+15,813.2%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.9% | +4.0% | +3.4% |
| 7D | +5.3% | -2.1% | +7.4% | +6.0% |
| 30D | +10.0% | -1.6% | +11.6% | +10.4% |
| 3M | -32.6% | +2.3% | -34.9% | -33.7% |
| 6M | +4.9% | +14.9% | -10.0% | -1.4% |
| YTD | -17.8% | +7.5% | -25.2% | -21.6% |
| 1Y | -28.0% | +55.7% | -83.7% | -40.1% |
| 3Y | +36.0% | +110.6% | -74.6% | -2.5% |
| 5Y | +88.7% | +363.4% | -274.7% | -0.3% |
| 10Y | +346.9% | +1,649.0% | -1,302.1% | +39.3% |
| All | +33,471.1% | +17,658.0% | +15,813.2% | +3,199.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling