+42.2%
LLY vs BDX
+48.3%
-6.1%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.2% | +0.9% |
| 7D | +6.7% | +2.9% | +3.8% | +5.6% |
| 30D | +19.6% | +15.4% | +4.1% | +13.2% |
| 3M | +19.7% | +20.5% | -0.8% | +11.5% |
| 6M | +42.7% | +53.2% | -10.5% | +22.9% |
| YTD | +35.1% | +45.7% | -10.6% | +15.1% |
| 1Y | +42.2% | +47.3% | -5.1% | +20.2% |
| All | +42.2% | +48.3% | -6.1% | +20.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling