+182.6%
ABBV vs BAH
-3.4%
+186.0%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | 0.0% | -1.4% |
| 7D | +0.4% | -3.2% | +3.6% | +0.6% |
| 30D | +4.2% | +2.0% | +2.2% | +4.0% |
| 3M | +14.8% | -7.6% | +22.5% | +15.2% |
| 6M | +10.3% | -5.7% | +15.9% | +10.3% |
| YTD | +14.9% | -11.7% | +26.6% | +15.1% |
| 1Y | +24.1% | -27.4% | +51.5% | +26.6% |
| 3Y | +91.9% | -32.5% | +124.5% | +91.5% |
| All | +182.6% | -3.4% | +186.0% | +160.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling