+497.0%
ABBV vs BAH
+186.6%
+310.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.7% | +0.8% |
| 7D | -4.1% | -1.3% | -2.8% | -3.9% |
| 30D | +1.2% | -6.6% | +7.8% | +2.3% |
| 3M | +12.1% | -7.2% | +19.3% | +13.2% |
| 6M | +12.0% | -10.0% | +22.0% | +13.3% |
| YTD | +12.4% | -12.5% | +24.9% | +13.3% |
| 1Y | +22.9% | -27.9% | +50.9% | +28.5% |
| 3Y | +86.8% | -31.4% | +118.2% | +88.7% |
| 5Y | +181.0% | -3.2% | +184.3% | +152.2% |
| 10Y | +497.0% | +191.5% | +305.5% | +299.4% |
| All | +497.0% | +186.6% | +310.3% | +299.4% |
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