+602.6%
ABBV vs BAH
+211.3%
+391.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +0.5% |
| 7D | +0.1% | -1.6% | +1.6% | +0.3% |
| 30D | +5.6% | +18.0% | -12.4% | +2.7% |
| 3M | +18.7% | +11.4% | +7.2% | +16.3% |
| 6M | +47.4% | +17.7% | +29.7% | +42.6% |
| YTD | +33.0% | +5.4% | +27.6% | +29.7% |
| 1Y | +34.9% | +2.8% | +32.2% | +32.1% |
| 3Y | +135.2% | -26.7% | +161.8% | +138.0% |
| 5Y | +202.1% | +8.1% | +194.0% | +169.3% |
| 10Y | +602.6% | +202.5% | +400.0% | +375.2% |
| All | +602.6% | +211.3% | +391.2% | +375.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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