+3,255.5%
LLY vs IBB
+566.2%
+2,689.3%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.7% | -2.5% | -1.6% |
| 7D | -4.5% | -1.8% | -2.7% | -3.6% |
| 30D | +13.9% | +5.1% | +8.8% | +11.1% |
| 3M | +13.8% | +10.7% | +3.0% | +8.0% |
| 6M | +37.6% | +22.9% | +14.7% | +24.0% |
| YTD | +26.6% | +26.7% | -0.1% | +12.6% |
| 1Y | +45.3% | +35.1% | +10.2% | +25.3% |
| 3Y | +132.2% | +80.2% | +52.0% | +73.5% |
| 5Y | +434.7% | +37.8% | +396.8% | +346.6% |
| 10Y | +2,084.3% | +161.2% | +1,923.1% | +1,212.4% |
| All | +3,255.5% | +566.2% | +2,689.3% | +920.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling