+3,644.1%
LLY vs ABBV
+1,353.7%
+2,290.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.7% | +3.6% | +4.0% |
| 7D | +0.1% | +1.5% | -1.5% | -0.6% |
| 30D | +19.7% | +6.7% | +13.0% | +16.7% |
| 3M | +19.3% | +19.9% | -0.7% | +10.9% |
| 6M | +49.3% | +47.5% | +1.9% | +27.9% |
| YTD | +32.0% | +32.2% | -0.2% | +17.7% |
| 1Y | +53.7% | +37.8% | +15.9% | +34.8% |
| 3Y | +143.7% | +134.8% | +9.0% | +70.0% |
| 5Y | +463.9% | +203.0% | +260.9% | +252.5% |
| 10Y | +2,006.3% | +603.7% | +1,402.7% | +856.6% |
| All | +3,644.1% | +1,353.7% | +2,290.3% | +1,391.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling