+57.3%
LLY vs RGEN
+19.5%
+37.8%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.7% | +0.6% |
| 7D | +10.1% | -3.5% | +13.6% | +10.5% |
| 30D | +24.0% | -6.0% | +30.0% | +24.9% |
| 3M | +27.3% | +19.0% | +8.3% | +23.1% |
| 6M | +47.0% | +50.7% | -3.8% | +34.8% |
| YTD | +32.6% | +8.8% | +23.8% | +31.1% |
| 1Y | +57.3% | +21.3% | +36.1% | +48.6% |
| All | +57.3% | +19.5% | +37.8% | +48.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 1y: compounded portfolio wealth divided by compounded RGEN 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…
1y analysis · Full analysis span regression · 6 months rolling