+1,156.2%
ABBV vs BHP
+184.3%
+971.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.4% |
| 7D | +0.4% | -2.9% | +3.3% | +0.9% |
| 30D | +4.2% | +3.4% | +0.8% | +3.5% |
| 3M | +14.8% | +4.1% | +10.8% | +13.5% |
| 6M | +10.3% | +20.6% | -10.3% | +5.4% |
| YTD | +14.9% | +56.1% | -41.2% | +3.9% |
| 1Y | +24.1% | +69.6% | -45.5% | +10.1% |
| 3Y | +91.9% | +78.8% | +13.1% | +66.4% |
| 5Y | +176.0% | +113.1% | +63.0% | +124.1% |
| 10Y | +502.9% | +505.9% | -2.9% | +274.2% |
| All | +1,156.2% | +184.3% | +971.9% | +782.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling