+20.4%
ABBV vs BAX
-0.4%
+20.8%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.4% | +0.9% |
| 7D | +0.3% | -7.9% | +8.1% | +0.9% |
| 30D | +3.4% | -11.7% | +15.0% | +4.3% |
| 3M | +15.2% | +16.2% | -1.0% | +13.7% |
| 6M | +14.7% | +32.0% | -17.3% | +12.1% |
| YTD | +15.2% | +24.7% | -9.5% | +10.7% |
| 1Y | +20.4% | -2.6% | +23.0% | +19.9% |
| All | +20.4% | -0.4% | +20.8% | +19.9% |
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