+202.1%
ABBV vs BAX
-63.3%
+265.3%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.4% |
| 7D | +0.1% | -0.6% | +0.7% | +0.1% |
| 30D | +5.6% | +6.3% | -0.7% | +4.5% |
| 3M | +18.7% | -4.6% | +23.2% | +19.3% |
| 6M | +47.4% | +50.4% | -3.0% | +37.8% |
| YTD | +33.0% | +38.0% | -5.1% | +24.4% |
| 1Y | +34.9% | +44.6% | -9.7% | +25.0% |
| 3Y | +135.2% | -15.1% | +150.3% | +136.3% |
| 5Y | +202.1% | -63.3% | +265.4% | +259.6% |
| All | +202.1% | -63.3% | +265.3% | +259.6% |
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