+1,156.2%
ABBV vs BIL
+25.0%
+1,131.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.5% | -1.4% |
| 7D | +0.4% | +0.1% | +0.3% | +0.5% |
| 30D | +4.2% | +0.3% | +3.8% | +4.7% |
| 3M | +14.8% | +0.9% | +13.9% | +16.7% |
| 6M | +10.3% | +1.8% | +8.4% | +13.7% |
| YTD | +14.9% | +2.4% | +12.4% | +19.5% |
| 1Y | +24.1% | +3.7% | +20.4% | +31.6% |
| 3Y | +91.9% | +14.2% | +77.8% | +145.5% |
| 5Y | +176.0% | +19.4% | +156.6% | +298.2% |
| 10Y | +502.9% | +25.2% | +477.7% | +973.5% |
| All | +1,156.2% | +25.0% | +1,131.2% | +2,117.4% |
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