+40.7%
ABBV vs BAX
+46.0%
-5.4%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +4.0% | -0.9% | +2.9% |
| 7D | +3.1% | +4.1% | -1.0% | +3.0% |
| 30D | +11.6% | +9.4% | +2.2% | +11.1% |
| 3M | +21.7% | -6.5% | +28.2% | +22.3% |
| 6M | +43.5% | +59.6% | -16.1% | +40.0% |
| YTD | +32.9% | +38.9% | -6.0% | +24.7% |
| 1Y | +40.7% | +48.0% | -7.3% | +29.0% |
| All | +40.7% | +46.0% | -5.4% | +29.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 1y: compounded portfolio wealth divided by compounded BAX 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…
1y analysis · Full analysis span regression · 6 months rolling