+2,947.8%
LLY vs ABBV
+1,163.4%
+1,784.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.6% | -0.3% |
| 7D | -2.1% | +0.4% | -2.5% | -2.3% |
| 30D | -1.6% | +4.2% | -5.8% | -3.2% |
| 3M | +2.3% | +14.8% | -12.5% | -3.2% |
| 6M | +14.9% | +10.3% | +4.6% | +10.3% |
| YTD | +7.5% | +14.9% | -7.4% | +1.4% |
| 1Y | +55.7% | +24.1% | +31.5% | +42.2% |
| 3Y | +110.6% | +91.9% | +18.7% | +59.2% |
| 5Y | +363.4% | +176.0% | +187.4% | +200.9% |
| 10Y | +1,649.0% | +502.9% | +1,146.0% | +743.0% |
| All | +2,947.8% | +1,163.4% | +1,784.4% | +1,184.0% |
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 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