+1,354.0%
ABBV vs BIDU
-24.4%
+1,378.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | +0.1% |
| 7D | +1.3% | -4.6% | +5.8% | +1.6% |
| 30D | +4.7% | -4.5% | +9.3% | +5.1% |
| 3M | +18.3% | -25.4% | +43.7% | +20.9% |
| 6M | +43.4% | -48.1% | +91.5% | +50.6% |
| YTD | +33.0% | -40.2% | +73.2% | +37.4% |
| 1Y | +30.8% | -35.2% | +66.0% | +34.0% |
| 3Y | +135.1% | -27.1% | +162.2% | +134.2% |
| 5Y | +201.2% | -54.2% | +255.4% | +204.5% |
| 10Y | +602.7% | -52.0% | +654.7% | +547.2% |
| All | +1,354.0% | -24.4% | +1,378.4% | +1,203.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling