+50.7%
LLY vs ABBV
+23.5%
+27.3%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.8% | -0.4% |
| 7D | -3.1% | -4.1% | +1.0% | -0.9% |
| 30D | -8.6% | +1.2% | -9.8% | -9.0% |
| 3M | -1.6% | +12.1% | -13.7% | -6.2% |
| 6M | +11.8% | +12.0% | -0.2% | +6.1% |
| YTD | +5.1% | +12.4% | -7.3% | -0.6% |
| 1Y | +50.7% | +22.9% | +27.8% | +33.4% |
| All | +50.7% | +23.5% | +27.3% | +33.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ABBV.
Daily Out/Under-Performance
Portfolio return minus ABBV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABBV 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 1y: compounded portfolio wealth divided by compounded ABBV 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…
1y analysis · Full analysis span regression · 6 months rolling