+187.2%
ABBV vs BG
+88.4%
+98.8%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.7% | +1.6% |
| 7D | -2.0% | +3.7% | -5.7% | -2.3% |
| 30D | +2.0% | +12.3% | -10.4% | +1.0% |
| 3M | +14.2% | -2.2% | +16.4% | +14.3% |
| 6M | +14.1% | +5.3% | +8.7% | +13.3% |
| YTD | +14.2% | +42.4% | -28.2% | +10.2% |
| 1Y | +24.2% | +55.2% | -31.0% | +18.6% |
| 3Y | +89.8% | +21.0% | +68.8% | +84.6% |
| 5Y | +187.2% | +87.1% | +100.0% | +156.3% |
| All | +187.2% | +88.4% | +98.8% | +156.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling