+604.1%
ABBV vs BB
+21.8%
+582.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.4% | +2.6% | +0.3% |
| 7D | +1.3% | +1.8% | -0.6% | +1.2% |
| 30D | +4.7% | +8.1% | -3.4% | +4.2% |
| 3M | +18.3% | -1.0% | +19.3% | +18.1% |
| 6M | +43.4% | +45.9% | -2.5% | +39.5% |
| YTD | +33.0% | +134.8% | -101.8% | +26.0% |
| 1Y | +30.8% | +104.6% | -73.8% | +24.7% |
| 3Y | +135.1% | +152.8% | -17.7% | +117.6% |
| 5Y | +201.2% | -17.4% | +218.7% | +195.4% |
| All | +604.1% | +21.8% | +582.4% | +471.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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