+57.3%
LLY vs ABT
-4.8%
+62.1%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.6% | -5.0% | -0.8% |
| 7D | +10.1% | +12.5% | -2.5% | +6.7% |
| 30D | +24.0% | +16.1% | +7.9% | +19.2% |
| 3M | +27.3% | +10.2% | +17.1% | +24.3% |
| 6M | +47.0% | +33.7% | +13.2% | +38.1% |
| YTD | +32.6% | -5.5% | +38.1% | +32.2% |
| 1Y | +57.3% | -5.9% | +63.2% | +56.8% |
| All | +57.3% | -4.8% | +62.1% | +56.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ABT.
Daily Out/Under-Performance
Portfolio return minus ABT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABT 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 ABT 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