+13,990.5%
LLY vs REGN
+3,618.0%
+10,372.5%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.1% | -0.1% | -2.0% |
| 7D | -3.1% | -1.6% | -1.5% | -3.0% |
| 30D | -5.1% | +3.4% | -8.5% | -5.4% |
| 3M | -2.1% | +32.7% | -34.8% | -4.6% |
| 6M | +13.8% | +6.9% | +6.9% | +13.1% |
| YTD | +5.1% | +5.4% | -0.3% | +4.5% |
| 1Y | +53.1% | +45.8% | +7.3% | +47.7% |
| 3Y | +95.6% | -1.5% | +97.2% | +94.8% |
| 5Y | +361.5% | +22.2% | +339.3% | +349.1% |
| 10Y | +1,545.2% | +103.6% | +1,441.6% | +1,421.2% |
| All | +13,990.5% | +3,618.0% | +10,372.5% | +8,472.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling