+132.2%
LLY vs RGEN
+15.5%
+116.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.0% | -3.8% | -1.2% |
| 7D | -4.5% | -1.9% | -2.5% | -4.2% |
| 30D | +13.9% | +3.7% | +10.2% | +13.2% |
| 3M | +13.8% | +8.8% | +4.9% | +11.9% |
| 6M | +37.6% | +38.0% | -0.3% | +30.2% |
| YTD | +26.6% | +5.9% | +20.7% | +23.8% |
| 1Y | +45.3% | +19.7% | +25.7% | +39.6% |
| 3Y | +132.2% | +20.5% | +111.7% | +128.3% |
| All | +132.2% | +15.5% | +116.7% | +128.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling