+1,129.0%
ABBV vs BG
+141.9%
+987.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +0.9% |
| 7D | -4.1% | +0.5% | -4.7% | -4.2% |
| 30D | +1.2% | +10.3% | -9.1% | -0.5% |
| 3M | +12.1% | -1.9% | +14.0% | +12.2% |
| 6M | +12.0% | +5.2% | +6.8% | +10.5% |
| YTD | +12.4% | +41.2% | -28.8% | +5.2% |
| 1Y | +22.9% | +50.5% | -27.6% | +13.4% |
| 3Y | +86.8% | +19.9% | +66.8% | +77.5% |
| 5Y | +181.0% | +86.7% | +94.3% | +139.4% |
| 10Y | +497.0% | +167.5% | +329.5% | +344.0% |
| All | +1,129.0% | +141.9% | +987.1% | +883.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling