+443.8%
LLY vs BAX
-63.7%
+507.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -0.9% |
| 7D | -4.5% | +12.1% | -16.6% | -5.8% |
| 30D | +13.9% | +7.6% | +6.3% | +12.7% |
| 3M | +13.8% | -4.5% | +18.2% | +14.3% |
| 6M | +37.6% | +52.0% | -14.4% | +29.0% |
| YTD | +26.6% | +35.1% | -8.5% | +19.4% |
| 1Y | +45.3% | +43.7% | +1.6% | +35.8% |
| 3Y | +132.2% | -20.9% | +153.2% | +133.3% |
| All | +443.8% | -63.7% | +507.5% | +559.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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