+1,156.2%
ABBV vs BB
-37.5%
+1,193.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | +0.4% | -5.6% | +6.0% | +0.7% |
| 30D | +4.2% | -11.8% | +16.0% | +4.8% |
| 3M | +14.8% | -25.5% | +40.4% | +16.2% |
| 6M | +10.3% | +121.3% | -111.0% | +4.2% |
| YTD | +14.9% | +103.2% | -88.3% | +9.0% |
| 1Y | +24.1% | +102.6% | -78.5% | +17.4% |
| 3Y | +91.9% | +37.5% | +54.4% | +82.5% |
| 5Y | +176.0% | -30.4% | +206.5% | +170.9% |
| 10Y | +502.9% | 0.0% | +502.9% | +397.6% |
| All | +1,156.2% | -37.5% | +1,193.7% | +956.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling