+1,345.5%
ABBV vs BIL
+25.4%
+1,320.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | +1.5% | +0.1% | +1.5% | +1.6% |
| 30D | +6.7% | 0.0% | +6.8% | +6.9% |
| 3M | +19.9% | +0.6% | +19.3% | +21.4% |
| 6M | +47.5% | +1.5% | +45.9% | +51.6% |
| YTD | +32.2% | +2.8% | +29.4% | +38.6% |
| 1Y | +37.8% | +3.3% | +34.5% | +45.7% |
| 3Y | +134.8% | +13.4% | +121.4% | +195.0% |
| 5Y | +203.0% | +19.8% | +183.2% | +340.5% |
| 10Y | +603.7% | +25.6% | +578.1% | +1,163.6% |
| All | +1,345.5% | +25.4% | +1,320.1% | +2,470.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling