+2,006.3%
LLY vs EXEL
+445.6%
+1,560.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +3.1% | +1.2% | +3.8% |
| 7D | +0.1% | +2.3% | -2.2% | -0.3% |
| 30D | +19.7% | +19.8% | -0.1% | +16.6% |
| 3M | +19.3% | +32.7% | -13.4% | +14.4% |
| 6M | +49.3% | +49.0% | +0.4% | +40.7% |
| YTD | +32.0% | +63.7% | -31.7% | +22.5% |
| 1Y | +53.7% | +75.8% | -22.1% | +41.1% |
| 3Y | +143.7% | +241.3% | -97.5% | +99.8% |
| 5Y | +463.9% | +289.0% | +174.8% | +347.1% |
| 10Y | +2,006.3% | +377.6% | +1,628.7% | +1,465.1% |
| All | +2,006.3% | +445.6% | +1,560.8% | +1,465.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 10y: compounded portfolio wealth divided by compounded EXEL 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…
10y analysis · Full analysis span regression · 6 months rolling