+17,561.1%
LLY vs ABT
+6,741.2%
+10,819.9%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.7% |
| 7D | -2.1% | -3.7% | +1.5% | -0.4% |
| 30D | -1.6% | +2.5% | -4.1% | -2.7% |
| 3M | +2.3% | +20.2% | -17.9% | -6.7% |
| 6M | +14.9% | -2.9% | +17.8% | +15.5% |
| YTD | +7.5% | -11.9% | +19.4% | +12.6% |
| 1Y | +55.7% | -16.5% | +72.2% | +67.1% |
| 3Y | +110.6% | +12.1% | +98.5% | +91.8% |
| 5Y | +363.4% | -7.4% | +370.8% | +355.3% |
| 10Y | +1,649.0% | +210.7% | +1,438.3% | +807.2% |
| All | +17,561.1% | +6,741.2% | +10,819.9% | +1,563.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling