+132.2%
LLY vs ABBV
+126.8%
+5.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.9% | -1.3% |
| 7D | -4.5% | -1.2% | -3.3% | -4.0% |
| 30D | +13.9% | +8.0% | +5.9% | +10.3% |
| 3M | +13.8% | +20.2% | -6.4% | +5.5% |
| 6M | +37.6% | +44.0% | -6.4% | +19.3% |
| YTD | +26.6% | +31.3% | -4.7% | +13.2% |
| 1Y | +45.3% | +37.0% | +8.4% | +27.9% |
| 3Y | +132.2% | +128.0% | +4.3% | +67.0% |
| All | +132.2% | +126.8% | +5.4% | +67.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling