+1,545.2%
LLY vs EXEL
+380.2%
+1,165.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.3% | +0.1% | -1.9% |
| 7D | -3.1% | +1.4% | -4.5% | -3.3% |
| 30D | -5.1% | +6.7% | -11.7% | -6.0% |
| 3M | -2.1% | +11.5% | -13.5% | -3.7% |
| 6M | +13.8% | +38.8% | -24.9% | +8.2% |
| YTD | +5.1% | +31.6% | -26.5% | +0.6% |
| 1Y | +53.1% | +53.0% | +0.1% | +43.1% |
| 3Y | +95.6% | +160.8% | -65.2% | +66.4% |
| 5Y | +361.5% | +190.1% | +171.4% | +280.6% |
| 10Y | +1,545.2% | +367.0% | +1,178.2% | +1,091.9% |
| All | +1,545.2% | +380.2% | +1,165.0% | +1,091.9% |
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