+187.4%
ABBV vs BIDU
-44.1%
+231.5%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.8% |
| 7D | +0.3% | -8.1% | +8.4% | +0.3% |
| 30D | +3.4% | -12.8% | +16.2% | +3.5% |
| 3M | +15.2% | -21.3% | +36.5% | +15.4% |
| 6M | +14.7% | -27.0% | +41.6% | +14.9% |
| YTD | +15.2% | -30.0% | +45.2% | +15.5% |
| 1Y | +20.4% | -18.3% | +38.6% | +20.3% |
| 3Y | +91.3% | -33.8% | +125.2% | +90.4% |
| All | +187.4% | -44.1% | +231.5% | +182.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BIDU.
Daily Out/Under-Performance
Portfolio return minus BIDU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIDU 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 BIDU 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