+483.3%
LLY vs ABT
-6.9%
+490.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.2% | +0.1% | +0.9% |
| 7D | +6.7% | -1.3% | +8.0% | +7.1% |
| 30D | +19.6% | +6.0% | +13.5% | +17.4% |
| 3M | +19.7% | -1.9% | +21.6% | +20.3% |
| 6M | +42.7% | +31.2% | +11.6% | +31.7% |
| YTD | +35.1% | -11.2% | +46.4% | +39.2% |
| 1Y | +42.2% | -14.0% | +56.1% | +47.8% |
| 3Y | +140.8% | +20.7% | +120.1% | +123.4% |
| All | +483.3% | -6.9% | +490.2% | +520.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling