+91.2%
LLY vs REGN
-4.3%
+95.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.1% |
| 7D | -2.9% | -5.6% | +2.7% | -0.8% |
| 30D | -8.4% | -2.0% | -6.5% | -7.8% |
| 3M | -3.8% | +28.0% | -31.7% | -12.3% |
| 6M | +11.9% | +1.2% | +10.8% | +10.9% |
| YTD | +4.3% | +1.6% | +2.7% | +3.2% |
| 1Y | +48.5% | +38.2% | +10.2% | +31.2% |
| 3Y | +91.2% | -5.4% | +96.6% | +87.8% |
| All | +91.2% | -4.3% | +95.6% | +87.8% |
Cumulative growth
Daily Returns
Daily percentage return beside REGN.
Daily Out/Under-Performance
Portfolio return minus REGN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REGN 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 3y: compounded portfolio wealth divided by compounded REGN 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…
3y analysis · Full analysis span regression · 6 months rolling