+2,006.3%
LLY vs ABT
+221.4%
+1,785.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.5% | +3.8% | +4.1% |
| 7D | +0.1% | +0.3% | -0.2% | -0.1% |
| 30D | +19.7% | +11.6% | +8.1% | +14.2% |
| 3M | +19.3% | +3.1% | +16.1% | +17.6% |
| 6M | +49.3% | +32.8% | +16.5% | +31.8% |
| YTD | +32.0% | -9.6% | +41.6% | +36.4% |
| 1Y | +53.7% | -10.4% | +64.1% | +59.3% |
| 3Y | +143.7% | +25.8% | +117.9% | +112.6% |
| 5Y | +463.9% | -3.4% | +467.3% | +449.5% |
| 10Y | +2,006.3% | +232.9% | +1,773.5% | +1,138.9% |
| All | +2,006.3% | +221.4% | +1,785.0% | +1,138.9% |
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