+392.6%
ABBV vs BBIO
+136.9%
+255.8%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.7% | +6.3% | +1.8% |
| 7D | -2.0% | -3.9% | +1.9% | -1.8% |
| 30D | +2.0% | -13.4% | +15.3% | +2.6% |
| 3M | +14.2% | +7.6% | +6.6% | +13.7% |
| 6M | +14.1% | -2.4% | +16.5% | +14.0% |
| YTD | +14.2% | -5.2% | +19.5% | +14.2% |
| 1Y | +24.2% | +36.9% | -12.7% | +22.2% |
| 3Y | +89.8% | +155.2% | -65.4% | +80.4% |
| 5Y | +187.2% | +44.0% | +143.2% | +167.8% |
| All | +392.6% | +136.9% | +255.8% | +299.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BBIO.
Daily Out/Under-Performance
Portfolio return minus BBIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBIO 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 BBIO 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