+504.9%
ABBV vs BDX
+59.3%
+445.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.5% |
| 7D | +0.3% | -3.2% | +3.4% | +1.5% |
| 30D | +3.4% | -2.5% | +5.9% | +4.3% |
| 3M | +15.2% | +21.4% | -6.2% | +6.7% |
| 6M | +14.7% | +10.4% | +4.3% | +9.9% |
| YTD | +15.2% | +18.8% | -3.6% | +6.8% |
| 1Y | +20.4% | +21.7% | -1.3% | +10.4% |
| 3Y | +91.3% | -10.0% | +101.3% | +94.0% |
| 5Y | +189.6% | -1.8% | +191.4% | +178.6% |
| All | +504.9% | +59.3% | +445.6% | +383.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 10y: compounded portfolio wealth divided by compounded BDX 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…
10y analysis · Full analysis span regression · 6 months rolling