+50.7%
LLY vs BIDU
-15.1%
+65.8%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -7.0% | +4.7% | -2.0% |
| 7D | -3.1% | -2.4% | -0.7% | -3.0% |
| 30D | -5.1% | -15.6% | +10.6% | -4.6% |
| 3M | -2.1% | -22.3% | +20.2% | -1.2% |
| 6M | +13.8% | -22.3% | +36.1% | +14.4% |
| YTD | +5.1% | -29.2% | +34.3% | +6.0% |
| All | +50.7% | -15.1% | +65.8% | +50.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BIDU.
Daily Out/Under-Performance
Portfolio return minus BIDU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIDU 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 BIDU 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