+95.6%
LLY vs RGEN
-0.1%
+95.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -6.0% |
| 6M | +13.8% | +40.5% | -26.6% | +8.2% |
| YTD | +5.1% | +2.8% | +2.2% | +3.6% |
| 1Y | +53.1% | +39.6% | +13.5% | +45.8% |
| 3Y | +95.6% | +4.4% | +91.2% | +104.0% |
| All | +95.6% | -0.1% | +95.7% | +104.0% |
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