+187.2%
ABBV vs BHP
+112.0%
+75.2%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -5.3% | +6.9% | +2.2% |
| 7D | -2.0% | -3.7% | +1.7% | -1.7% |
| 30D | +2.0% | -0.8% | +2.8% | +2.0% |
| 3M | +14.2% | +7.6% | +6.6% | +13.0% |
| 6M | +14.1% | +20.8% | -6.7% | +10.9% |
| YTD | +14.2% | +50.8% | -36.5% | +7.7% |
| 1Y | +24.2% | +70.9% | -46.7% | +15.0% |
| 3Y | +89.8% | +78.0% | +11.8% | +73.5% |
| 5Y | +187.2% | +113.1% | +74.1% | +161.1% |
| All | +187.2% | +112.0% | +75.2% | +161.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling