+1,156.2%
ABBV vs BIDU
-3.7%
+1,159.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.1% | -5.5% | -1.8% |
| 7D | +0.4% | +2.4% | -2.0% | +0.2% |
| 30D | +4.2% | -10.5% | +14.6% | +5.0% |
| 3M | +14.8% | -26.2% | +41.0% | +17.4% |
| 6M | +10.3% | -16.4% | +26.7% | +11.2% |
| YTD | +14.9% | -23.9% | +38.8% | +16.5% |
| 1Y | +24.1% | +1.3% | +22.9% | +22.1% |
| 3Y | +91.9% | -32.1% | +124.0% | +93.3% |
| 5Y | +176.0% | -39.0% | +215.0% | +171.2% |
| 10Y | +502.9% | -44.0% | +547.0% | +452.2% |
| All | +1,156.2% | -3.7% | +1,159.9% | +1,005.7% |
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