+21,831.6%
LLY vs BDX
+6,303.0%
+15,528.6%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.9% |
| 7D | +4.6% | +1.0% | +3.6% | +4.2% |
| 30D | +22.4% | +15.1% | +7.2% | +16.4% |
| 3M | +17.1% | +18.2% | -1.1% | +10.3% |
| 6M | +44.6% | +48.1% | -3.5% | +25.8% |
| YTD | +33.5% | +44.1% | -10.7% | +16.6% |
| 1Y | +41.1% | +46.4% | -5.3% | +22.6% |
| 3Y | +143.8% | +24.4% | +119.4% | +120.1% |
| 5Y | +473.4% | +26.1% | +447.3% | +411.4% |
| 10Y | +2,035.0% | +93.3% | +1,941.7% | +1,511.5% |
| All | +21,831.6% | +6,303.0% | +15,528.6% | +4,508.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling