+92.5%
LLY vs BBIO
+154.7%
-62.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.7% | +4.6% | +0.5% |
| 7D | -3.2% | -3.9% | +0.7% | -2.7% |
| 30D | -7.4% | -13.4% | +5.9% | -5.8% |
| 3M | -1.0% | +7.6% | -8.6% | -2.0% |
| 6M | +12.5% | -2.4% | +15.0% | +12.4% |
| YTD | +5.0% | -5.2% | +10.2% | +5.0% |
| 1Y | +49.8% | +36.9% | +12.9% | +43.6% |
| All | +92.5% | +154.7% | -62.2% | +68.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BBIO.
Daily Out/Under-Performance
Portfolio return minus BBIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBIO 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 3y: compounded portfolio wealth divided by compounded BBIO 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…
3y analysis · Full analysis span regression · 6 months rolling