+390.7%
LLY vs REGN
+23.2%
+367.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.7% | +0.5% |
| 7D | -3.2% | -6.0% | +2.8% | -1.2% |
| 30D | -7.4% | -0.4% | -7.1% | -7.3% |
| 3M | -1.0% | +32.0% | -33.0% | -9.7% |
| 6M | +12.5% | +3.0% | +9.5% | +10.9% |
| YTD | +5.0% | +3.2% | +1.8% | +3.5% |
| 1Y | +49.8% | +43.4% | +6.3% | +32.6% |
| 3Y | +95.5% | -3.6% | +99.1% | +93.2% |
| 5Y | +390.7% | +23.1% | +367.6% | +352.8% |
| All | +390.7% | +23.2% | +367.5% | +352.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling