+499.9%
ABBV vs BAX
-37.2%
+537.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.9% | +2.5% | +1.8% |
| 7D | -2.0% | -5.4% | +3.4% | -0.6% |
| 30D | +2.0% | -12.4% | +14.4% | +5.4% |
| 3M | +14.2% | +19.1% | -4.9% | +8.5% |
| 6M | +14.1% | +38.6% | -24.5% | +3.8% |
| YTD | +14.2% | +26.7% | -12.5% | +4.8% |
| 1Y | +24.2% | +1.0% | +23.2% | +20.9% |
| 3Y | +89.8% | -33.9% | +123.7% | +103.5% |
| 5Y | +187.2% | -67.0% | +254.2% | +293.8% |
| All | +499.9% | -37.2% | +537.0% | +578.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling