+2,077.5%
LLY vs RGEN
+415.2%
+1,662.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.4% | +1.0% |
| 7D | +6.6% | -3.3% | +9.9% | +7.1% |
| 30D | +19.4% | -5.8% | +25.3% | +20.3% |
| 3M | +19.6% | +0.2% | +19.4% | +19.1% |
| 6M | +42.6% | +56.8% | -14.2% | +33.0% |
| YTD | +35.0% | +2.4% | +32.6% | +32.8% |
| 1Y | +42.0% | +11.4% | +30.6% | +38.1% |
| 3Y | +140.5% | +15.2% | +125.3% | +126.8% |
| 5Y | +479.9% | -35.1% | +515.0% | +471.8% |
| All | +2,077.5% | +415.2% | +1,662.3% | +1,312.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling