+140.8%
LLY vs RGEN
+15.2%
+125.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.5% | +1.2% |
| 7D | +6.7% | -3.3% | +10.0% | +7.2% |
| 30D | +19.6% | -5.8% | +25.4% | +20.4% |
| 3M | +19.7% | +0.2% | +19.5% | +19.2% |
| 6M | +42.7% | +56.8% | -14.0% | +32.6% |
| YTD | +35.1% | +2.4% | +32.7% | +32.7% |
| 1Y | +42.2% | +11.4% | +30.7% | +37.9% |
| 3Y | +140.8% | +15.2% | +125.6% | +137.3% |
| All | +140.8% | +15.2% | +125.6% | +137.3% |
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