+135.1%
ABBV vs BAX
-18.0%
+153.1%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.2% |
| 7D | +1.3% | +0.1% | +1.2% | +1.3% |
| 30D | +4.7% | +4.1% | +0.6% | +4.0% |
| 3M | +18.3% | -4.5% | +22.9% | +19.0% |
| 6M | +43.4% | +49.2% | -5.9% | +33.9% |
| YTD | +33.0% | +35.2% | -2.3% | +24.1% |
| 1Y | +30.8% | +38.3% | -7.5% | +21.4% |
| 3Y | +135.1% | -19.0% | +154.2% | +150.2% |
| All | +135.1% | -18.0% | +153.1% | +150.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling