+504.9%
ABBV vs BHP
+496.8%
+8.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.1% | +0.9% |
| 7D | +0.3% | -3.6% | +3.9% | +0.9% |
| 30D | +3.4% | -1.2% | +4.5% | +3.5% |
| 3M | +15.2% | +1.2% | +14.0% | +14.5% |
| 6M | +14.7% | +21.4% | -6.7% | +9.3% |
| YTD | +15.2% | +50.4% | -35.2% | +4.6% |
| 1Y | +20.4% | +67.5% | -47.1% | +6.6% |
| 3Y | +91.3% | +72.8% | +18.5% | +66.3% |
| 5Y | +189.6% | +112.6% | +77.0% | +132.1% |
| All | +504.9% | +496.8% | +8.0% | +269.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BHP.
Daily Out/Under-Performance
Portfolio return minus BHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BHP 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 BHP 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