+1,118.6%
ABBV vs BDX
+267.1%
+851.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.1% | +0.1% | -1.7% |
| 7D | -4.3% | -4.3% | 0.0% | -2.5% |
| 30D | +1.1% | +1.3% | -0.2% | +0.5% |
| 3M | +12.3% | +20.2% | -7.9% | +3.4% |
| 6M | +9.8% | +8.6% | +1.2% | +5.4% |
| YTD | +11.5% | +19.0% | -7.5% | +2.1% |
| 1Y | +22.3% | +21.2% | +1.1% | +11.0% |
| 3Y | +85.2% | -9.7% | +94.9% | +87.7% |
| 5Y | +170.8% | -3.4% | +174.2% | +160.8% |
| 10Y | +485.4% | +53.9% | +431.6% | +298.8% |
| All | +1,118.6% | +267.1% | +851.5% | +403.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling