+504.9%
ABBV vs BG
+166.7%
+338.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.7% | +2.6% | +1.1% |
| 7D | +0.3% | +3.1% | -2.9% | -0.3% |
| 30D | +3.4% | +10.2% | -6.9% | +1.7% |
| 3M | +15.2% | -1.7% | +16.9% | +15.2% |
| 6M | +14.7% | +1.0% | +13.7% | +14.0% |
| YTD | +15.2% | +39.9% | -24.7% | +8.2% |
| 1Y | +20.4% | +53.2% | -32.8% | +11.0% |
| 3Y | +91.3% | +16.3% | +75.1% | +83.4% |
| 5Y | +189.6% | +83.9% | +105.7% | +147.8% |
| All | +504.9% | +166.7% | +338.2% | +350.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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