+1,580.3%
LLY vs RGEN
+402.3%
+1,178.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | +0.3% |
| 7D | -3.1% | -4.6% | +1.5% | -2.5% |
| 30D | -8.6% | +1.2% | -9.8% | -8.8% |
| 3M | -1.6% | +26.8% | -28.5% | -5.3% |
| 6M | +11.8% | +29.1% | -17.2% | +7.0% |
| YTD | +5.1% | +0.7% | +4.4% | +3.9% |
| 1Y | +50.7% | +39.1% | +11.7% | +42.4% |
| 3Y | +95.7% | +2.2% | +93.4% | +87.1% |
| 5Y | +390.2% | -44.0% | +434.2% | +396.5% |
| 10Y | +1,580.3% | +412.7% | +1,167.6% | +926.4% |
| All | +1,580.3% | +402.3% | +1,178.0% | +926.4% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling