+202.1%
ABBV vs BBWI
-67.2%
+269.2%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | 0.0% | +0.4% |
| 7D | +0.1% | -7.7% | +7.8% | +0.4% |
| 30D | +5.6% | +24.8% | -19.2% | +4.6% |
| 3M | +18.7% | +16.2% | +2.4% | +17.8% |
| 6M | +47.4% | +15.8% | +31.6% | +46.1% |
| YTD | +33.0% | +11.4% | +21.5% | +31.6% |
| 1Y | +34.9% | +3.2% | +31.7% | +33.8% |
| 3Y | +135.2% | -23.5% | +158.7% | +134.6% |
| 5Y | +202.1% | -67.4% | +269.5% | +205.1% |
| All | +202.1% | -67.2% | +269.2% | +205.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling