+85.2%
ABBV vs BBWI
-44.4%
+129.6%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.1% | +0.1% | -2.9% |
| 7D | -4.3% | +1.6% | -5.9% | -4.4% |
| 30D | +1.1% | -6.2% | +7.3% | +1.3% |
| 3M | +12.3% | +4.3% | +8.0% | +12.0% |
| 6M | +9.8% | -7.2% | +17.0% | +9.8% |
| YTD | +11.5% | -3.0% | +14.5% | +11.0% |
| 1Y | +22.3% | -30.8% | +53.0% | +23.8% |
| 3Y | +85.2% | -43.4% | +128.6% | +84.9% |
| All | +85.2% | -44.4% | +129.6% | +84.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling