+20,705.6%
LLY vs RGEN
+1,634.9%
+19,070.7%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.0% | -3.8% | -0.9% |
| 7D | -4.5% | -1.9% | -2.5% | -4.4% |
| 30D | +13.9% | +3.7% | +10.2% | +13.7% |
| 3M | +13.8% | +8.8% | +4.9% | +13.3% |
| 6M | +37.6% | +38.0% | -0.3% | +35.9% |
| YTD | +26.6% | +5.9% | +20.7% | +26.0% |
| 1Y | +45.3% | +19.7% | +25.7% | +44.1% |
| 3Y | +132.2% | +20.5% | +111.7% | +128.8% |
| 5Y | +434.7% | -35.0% | +469.6% | +432.1% |
| 10Y | +2,084.3% | +540.9% | +1,543.4% | +1,934.0% |
| All | +20,705.6% | +1,634.9% | +19,070.7% | +16,882.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling