+2,748.4%
LLY vs IBB
+560.8%
+2,187.6%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.4% |
| 7D | -2.1% | +1.4% | -3.6% | -2.8% |
| 30D | -1.6% | +10.5% | -12.1% | -6.4% |
| 3M | +2.3% | +23.6% | -21.3% | -8.0% |
| 6M | +14.9% | +22.6% | -7.7% | +3.8% |
| YTD | +7.5% | +25.7% | -18.2% | -3.9% |
| 1Y | +55.7% | +51.4% | +4.3% | +27.1% |
| 3Y | +110.6% | +64.4% | +46.2% | +64.6% |
| 5Y | +363.4% | +22.1% | +341.3% | +310.5% |
| 10Y | +1,649.0% | +132.5% | +1,516.5% | +1,009.5% |
| All | +2,748.4% | +560.8% | +2,187.6% | +771.2% |
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 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