+443.8%
LLY vs RGEN
-35.1%
+479.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.0% | -3.8% | -1.1% |
| 7D | -4.5% | -1.9% | -2.5% | -4.3% |
| 30D | +13.9% | +3.7% | +10.2% | +13.4% |
| 3M | +13.8% | +8.8% | +4.9% | +12.4% |
| 6M | +37.6% | +38.0% | -0.3% | +32.2% |
| YTD | +26.6% | +5.9% | +20.7% | +24.5% |
| 1Y | +45.3% | +19.7% | +25.7% | +41.2% |
| 3Y | +132.2% | +20.5% | +111.7% | +122.6% |
| All | +443.8% | -35.1% | +479.0% | +431.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling