+1,351.1%
ABBV vs BBWI
-11.3%
+1,362.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.9% | +2.8% | +0.1% |
| 7D | +2.2% | -4.5% | +6.7% | +2.6% |
| 30D | +8.0% | +17.1% | -9.1% | +6.3% |
| 3M | +19.1% | +17.5% | +1.6% | +16.8% |
| 6M | +43.5% | +12.8% | +30.7% | +40.8% |
| YTD | +32.7% | +8.2% | +24.6% | +29.9% |
| 1Y | +30.0% | -1.8% | +31.8% | +27.9% |
| 3Y | +134.7% | -25.8% | +160.5% | +131.7% |
| 5Y | +200.6% | -68.0% | +268.7% | +220.1% |
| 10Y | +601.3% | -47.6% | +648.9% | +569.7% |
| All | +1,351.1% | -11.3% | +1,362.5% | +1,078.5% |
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