+181.0%
ABBV vs BEN
+40.0%
+141.1%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.4% | +1.0% |
| 7D | -4.1% | +3.4% | -7.5% | -4.5% |
| 30D | +1.2% | +1.8% | -0.6% | +0.9% |
| 3M | +12.1% | +8.4% | +3.7% | +10.8% |
| 6M | +12.0% | +35.6% | -23.6% | +7.4% |
| YTD | +12.4% | +46.4% | -34.0% | +6.5% |
| 1Y | +22.9% | +46.3% | -23.4% | +16.4% |
| 3Y | +86.8% | +54.6% | +32.1% | +72.6% |
| 5Y | +181.0% | +39.4% | +141.6% | +155.6% |
| All | +181.0% | +40.0% | +141.1% | +155.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 5y: compounded portfolio wealth divided by compounded BEN 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…
5y analysis · Full analysis span regression · 6 months rolling