+197.1%
ABBV vs BBAI
-70.8%
+267.9%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.0% | +0.6% | -1.4% |
| 7D | +0.4% | -4.3% | +4.6% | +0.4% |
| 30D | +4.2% | -3.6% | +7.8% | +4.2% |
| 3M | +14.8% | -38.8% | +53.6% | +14.7% |
| 6M | +10.3% | -23.8% | +34.0% | +10.2% |
| YTD | +14.9% | -45.9% | +60.8% | +14.7% |
| 1Y | +24.1% | -40.8% | +64.9% | +24.1% |
| 3Y | +91.9% | +69.8% | +22.2% | +94.6% |
| 5Y | +176.0% | -70.3% | +246.4% | +182.3% |
| All | +197.1% | -70.8% | +267.9% | +205.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BBAI.
Daily Out/Under-Performance
Portfolio return minus BBAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBAI 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 BBAI 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