+602.8%
ABBV vs BAX
-36.0%
+638.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.3% | +2.1% | +0.4% |
| 7D | +2.2% | +0.4% | +1.8% | +2.1% |
| 30D | +8.0% | +3.4% | +4.6% | +6.7% |
| 3M | +19.1% | -4.5% | +23.5% | +20.0% |
| 6M | +43.5% | +44.0% | -0.5% | +29.2% |
| YTD | +32.7% | +34.9% | -2.2% | +19.3% |
| 1Y | +30.0% | +37.9% | -7.9% | +16.0% |
| 3Y | +134.7% | -17.1% | +151.8% | +134.7% |
| 5Y | +200.6% | -64.3% | +264.9% | +303.9% |
| All | +602.8% | -36.0% | +638.8% | +692.3% |
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