+42.2%
LLY vs IBB
+29.7%
+12.5%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.6% |
| 7D | +6.7% | -0.5% | +7.3% | +7.1% |
| 30D | +19.6% | +4.6% | +15.0% | +15.2% |
| 3M | +19.7% | +6.8% | +12.9% | +12.7% |
| 6M | +42.7% | +23.1% | +19.6% | +19.2% |
| YTD | +35.1% | +26.0% | +9.1% | +11.1% |
| 1Y | +42.2% | +30.4% | +11.8% | +14.2% |
| All | +42.2% | +29.7% | +12.5% | +14.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 1y: compounded portfolio wealth divided by compounded IBB 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…
1y analysis · Full analysis span regression · 6 months rolling