+91.3%
ABBV vs BBY
+42.8%
+48.6%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.1% | -2.2% | +0.5% |
| 7D | +0.3% | +0.6% | -0.3% | +0.2% |
| 30D | +3.4% | +9.4% | -6.0% | +2.3% |
| 3M | +15.2% | +19.3% | -4.1% | +12.8% |
| 6M | +14.7% | +47.9% | -33.2% | +9.4% |
| YTD | +15.2% | +39.6% | -24.4% | +10.3% |
| 1Y | +20.4% | +22.2% | -1.8% | +17.2% |
| 3Y | +91.3% | +45.0% | +46.4% | +78.8% |
| All | +91.3% | +42.8% | +48.6% | +78.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 BBY 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