googl, costco, lilly

The chart shows the growth of an initial investment of $10,000 in googl, costco, lilly, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Every 3 months.

As of Jun 6, 2026, the googl, costco, lilly returned 14.40% Year-To-Date and 29.24% of annualized return in the last 10 years.

Based on dividend-adjusted daily data since Aug 20, 2004, googl, costco, lilly's average daily return is +0.09%, while the average monthly return is +1.79%. At this rate, an investment would double in approximately 3.3 years.

Historically, 67% of months were positive and 33% were negative. The best month was Oct 2004 with a return of +18.2%, while the worst month was Oct 2008 at -15.1%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 4 months.

On a daily basis, googl, costco, lilly closed higher 54% of trading days. The best single day was Oct 13, 2008 with a return of +13.1%, while the worst single day was Dec 1, 2008 at -8.3%.

googl, costco, lilly has an annualized alpha of 36.44%, beta of 0.63, and R2 of 0.16 versus S&P 500 Index. Calculated based on daily prices since August 20, 2004.

• This portfolio captured 202.61% of S&P 500 Index gains but only 98.38% of its losses - a favorable profile for investors.
• Beta of 0.63 may look defensive, but with R2 of 0.16 this portfolio is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this portfolio's risk.
• R2 of 0.16 means this portfolio moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

googl, costco, lilly has an expense ratio of 0.00%, meaning no management fees are charged. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

googl, costco, lilly ranks 82 for risk / return — in the top 82% of Portfolios on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.

The table below presents risk-adjusted performance metrics for googl, costco, lilly and compares them with S&P 500 Index.

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

googl, costco, lilly Sharpe ratios as of Jun 6, 2026 (values are recalculated daily):

• 1-Year: 2.95
• 5-Year: 1.58
• 10-Year: 1.47
• All Time: 1.12

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 1.65 to 2.53, this portfolio's current Sharpe ratio is in the top 25%. This signifies superior risk-adjusted performance, meaning the portfolio is delivering strong returns for the level of risk taken compared to most others.

The chart below shows the rolling Sharpe ratio of googl, costco, lilly compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

googl, costco, lilly provided a 0.45% dividend yield over the last twelve months.

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.

The table below displays the maximum drawdowns of the googl, costco, lilly. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the googl, costco, lilly was 48.67%, occurring on Mar 9, 2009. Recovery took 594 trading sessions.

The current googl, costco, lilly drawdown is 2.63%.

The chart below shows the rolling one-month volatility.