+1,549.9%
LLY vs BDX
+59.3%
+1,490.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -1.0% |
| 7D | -2.9% | -3.2% | +0.2% | -1.7% |
| 30D | -8.4% | -2.5% | -5.9% | -7.5% |
| 3M | -3.8% | +21.4% | -25.2% | -11.0% |
| 6M | +11.9% | +10.4% | +1.5% | +7.3% |
| YTD | +4.3% | +18.8% | -14.5% | -3.3% |
| 1Y | +48.5% | +21.7% | +26.8% | +36.1% |
| 3Y | +91.2% | -10.0% | +101.2% | +94.7% |
| 5Y | +387.5% | -1.8% | +389.3% | +372.8% |
| All | +1,549.9% | +59.3% | +1,490.6% | +1,226.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 10y: compounded portfolio wealth divided by compounded BDX 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…
10y analysis · Full analysis span regression · 6 months rolling