+497.0%
ABBV vs BBWI
-58.2%
+555.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -6.3% | +7.2% | +1.4% |
| 7D | -4.1% | -4.4% | +0.3% | -3.8% |
| 30D | +1.2% | -7.4% | +8.6% | +1.7% |
| 3M | +12.1% | -2.2% | +14.3% | +11.9% |
| 6M | +12.0% | -16.3% | +28.3% | +12.9% |
| YTD | +12.4% | -9.1% | +21.5% | +12.2% |
| 1Y | +22.9% | -34.5% | +57.5% | +25.5% |
| 3Y | +86.8% | -47.0% | +133.7% | +90.5% |
| 5Y | +181.0% | -68.8% | +249.9% | +195.7% |
| 10Y | +497.0% | -57.4% | +554.3% | +428.6% |
| All | +497.0% | -58.2% | +555.2% | +428.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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