+3,791.3%
LLY vs EXEL
+340.0%
+3,451.4%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.0% | -0.9% |
| 7D | -4.5% | +0.3% | -4.7% | -4.5% |
| 30D | +13.9% | +19.0% | -5.1% | +12.0% |
| 3M | +13.8% | +33.3% | -19.5% | +10.6% |
| 6M | +37.6% | +42.9% | -5.2% | +32.7% |
| YTD | +26.6% | +58.7% | -32.1% | +20.8% |
| 1Y | +45.3% | +70.5% | -25.2% | +37.7% |
| 3Y | +132.2% | +233.8% | -101.6% | +103.5% |
| 5Y | +434.7% | +259.3% | +175.3% | +361.8% |
| 10Y | +2,084.3% | +484.1% | +1,600.2% | +1,629.9% |
| All | +3,791.3% | +340.0% | +3,451.4% | +2,252.1% |
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 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