+3,957.9%
LLY vs EXEL
+353.7%
+3,604.2%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +3.1% | +1.2% | +4.0% |
| 7D | +0.1% | +2.3% | -2.2% | -0.1% |
| 30D | +19.7% | +19.8% | -0.1% | +17.7% |
| 3M | +19.3% | +32.7% | -13.4% | +16.0% |
| 6M | +49.3% | +49.0% | +0.4% | +43.5% |
| YTD | +32.0% | +63.7% | -31.7% | +25.6% |
| 1Y | +53.7% | +75.8% | -22.1% | +45.1% |
| 3Y | +143.7% | +241.3% | -97.5% | +113.2% |
| 5Y | +463.9% | +289.0% | +174.8% | +383.5% |
| 10Y | +2,006.3% | +377.6% | +1,628.7% | +1,598.7% |
| All | +3,957.9% | +353.7% | +3,604.2% | +2,345.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling