+1,156.2%
ABBV vs BBWI
-17.9%
+1,174.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.8% | -4.3% | -1.7% |
| 7D | +0.4% | +1.5% | -1.1% | +0.2% |
| 30D | +4.2% | -5.2% | +9.4% | +4.5% |
| 3M | +14.8% | +11.1% | +3.7% | +13.2% |
| 6M | +10.3% | -13.4% | +23.6% | +10.9% |
| YTD | +14.9% | +0.1% | +14.8% | +13.6% |
| 1Y | +24.1% | -36.1% | +60.3% | +27.7% |
| 3Y | +91.9% | -44.1% | +136.0% | +95.6% |
| 5Y | +176.0% | -66.2% | +242.3% | +191.4% |
| 10Y | +502.9% | -54.8% | +557.7% | +493.2% |
| All | +1,156.2% | -17.9% | +1,174.1% | +930.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling