+110.2%
LLY vs EXEL
+160.6%
-50.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.9% |
| 7D | -2.1% | +8.4% | -10.5% | -3.0% |
| 30D | -1.6% | +4.1% | -5.7% | -2.1% |
| 3M | +2.3% | +12.4% | -10.1% | +1.0% |
| 6M | +14.9% | +41.5% | -26.7% | +11.1% |
| YTD | +7.5% | +34.6% | -27.2% | +4.3% |
| 1Y | +55.7% | +57.9% | -2.2% | +49.8% |
| All | +110.2% | +160.6% | -50.5% | +123.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling