+372.0%
LLY vs BAX
-65.4%
+437.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.0% | -1.9% | -1.0% |
| 7D | -2.1% | -1.1% | -1.0% | -2.0% |
| 30D | -1.6% | -5.5% | +3.8% | -0.9% |
| 3M | +2.3% | +33.5% | -31.3% | -2.1% |
| 6M | +14.9% | +35.9% | -21.0% | +9.4% |
| YTD | +7.5% | +35.4% | -27.9% | +1.6% |
| 1Y | +55.7% | +9.8% | +45.9% | +51.2% |
| 3Y | +110.6% | -32.7% | +143.3% | +117.0% |
| All | +372.0% | -65.4% | +437.4% | +478.5% |
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