+181.0%
ABBV vs BAX
-67.6%
+248.6%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.9% | +2.7% | +1.1% |
| 7D | -4.1% | -5.1% | +1.0% | -3.4% |
| 30D | +1.2% | -12.2% | +13.4% | +3.2% |
| 3M | +12.1% | +21.8% | -9.7% | +8.3% |
| 6M | +12.0% | +36.3% | -24.3% | +6.1% |
| YTD | +12.4% | +27.8% | -15.4% | +6.5% |
| 1Y | +22.9% | -0.1% | +23.0% | +21.2% |
| 3Y | +86.8% | -33.3% | +120.1% | +94.6% |
| 5Y | +181.0% | -67.1% | +248.1% | +242.6% |
| All | +181.0% | -67.6% | +248.6% | +242.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling