+1,579.9%
LLY vs RGEN
+412.9%
+1,167.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.6% | -2.8% | -2.3% |
| 7D | -3.1% | -0.9% | -2.2% | -3.0% |
| 30D | -5.1% | +2.8% | -7.9% | -5.5% |
| 3M | -2.1% | +34.5% | -36.5% | -6.5% |
| 6M | +13.8% | +40.5% | -26.6% | +7.6% |
| YTD | +5.1% | +2.8% | +2.2% | +3.6% |
| 1Y | +53.1% | +39.6% | +13.5% | +44.6% |
| 3Y | +95.6% | +4.4% | +91.2% | +86.5% |
| 5Y | +361.5% | -42.8% | +404.3% | +366.0% |
| All | +1,579.9% | +412.9% | +1,167.0% | +923.2% |
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