+485.4%
ABBV vs BIL
+25.3%
+460.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | 0.0% | -3.0% | -3.0% |
| 7D | -4.3% | +0.1% | -4.4% | -4.3% |
| 30D | +1.1% | +0.3% | +0.8% | +1.3% |
| 3M | +12.3% | +0.9% | +11.4% | +12.8% |
| 6M | +9.8% | +1.8% | +8.0% | +10.8% |
| YTD | +11.5% | +2.5% | +9.0% | +12.6% |
| 1Y | +22.3% | +3.7% | +18.6% | +23.8% |
| 3Y | +85.2% | +14.1% | +71.1% | +97.9% |
| 5Y | +170.8% | +19.4% | +151.4% | +204.4% |
| 10Y | +485.4% | +25.3% | +460.2% | +701.3% |
| All | +485.4% | +25.3% | +460.2% | +701.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BIL.
Daily Out/Under-Performance
Portfolio return minus BIL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIL 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 10y: compounded portfolio wealth divided by compounded BIL 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…
10y analysis · Full analysis span regression · 6 months rolling