+134.3%
ABBV vs BAH
-25.7%
+160.0%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | +0.2% |
| 7D | +2.8% | +0.5% | +2.3% | +2.7% |
| 30D | +7.0% | +18.2% | -11.3% | +6.5% |
| 3M | +19.2% | +13.1% | +6.2% | +18.8% |
| 6M | +47.8% | +15.2% | +32.6% | +47.0% |
| YTD | +32.5% | +6.0% | +26.5% | +31.7% |
| 1Y | +38.4% | +3.1% | +35.3% | +37.7% |
| 3Y | +134.3% | -26.2% | +160.5% | +137.4% |
| All | +134.3% | -25.7% | +160.0% | +137.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling