+473.4%
LLY vs IBM
+145.3%
+328.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.5% |
| 7D | +4.6% | -0.3% | +4.9% | +4.6% |
| 30D | +22.4% | +6.8% | +15.6% | +21.2% |
| 3M | +17.1% | +4.4% | +12.7% | +16.3% |
| 6M | +44.6% | +13.2% | +31.5% | +39.0% |
| YTD | +33.5% | -15.1% | +48.6% | +35.2% |
| 1Y | +41.1% | -20.2% | +61.3% | +45.1% |
| 3Y | +143.8% | +79.3% | +64.5% | +103.0% |
| 5Y | +473.4% | +147.5% | +325.9% | +370.3% |
| All | +473.4% | +145.3% | +328.0% | +370.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IBM.
Daily Out/Under-Performance
Portfolio return minus IBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBM 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 5y: compounded portfolio wealth divided by compounded IBM 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…
5y analysis · Full analysis span regression · 6 months rolling