+1,545.2%
LLY vs ABT
+202.4%
+1,342.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.6% | +0.4% | -1.1% |
| 7D | -3.1% | -3.1% | 0.0% | -1.8% |
| 30D | -5.1% | -2.1% | -3.0% | -4.2% |
| 3M | -2.1% | +17.4% | -19.5% | -8.7% |
| 6M | +13.8% | -2.4% | +16.2% | +14.4% |
| YTD | +5.1% | -14.2% | +19.3% | +11.2% |
| 1Y | +53.1% | -18.3% | +71.5% | +65.2% |
| 3Y | +95.6% | +11.5% | +84.1% | +80.0% |
| 5Y | +361.5% | -9.9% | +371.4% | +364.0% |
| 10Y | +1,545.2% | +204.4% | +1,340.8% | +847.3% |
| All | +1,545.2% | +202.4% | +1,342.8% | +847.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling