+40.7%
ABBV vs BKR
+5.7%
+35.0%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -5.5% | +8.6% | +2.7% |
| 7D | +3.1% | -8.8% | +11.9% | +2.6% |
| 30D | +11.6% | -13.1% | +24.7% | +10.8% |
| 3M | +21.7% | -18.9% | +40.6% | +20.3% |
| 6M | +43.5% | -27.2% | +70.7% | +41.8% |
| YTD | +32.9% | +10.7% | +22.2% | +33.1% |
| 1Y | +40.7% | +9.7% | +31.0% | +43.9% |
| All | +40.7% | +5.7% | +35.0% | +43.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BKR.
Daily Out/Under-Performance
Portfolio return minus BKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BKR 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 1y: compounded portfolio wealth divided by compounded BKR 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…
1y analysis · Full analysis span regression · 6 months rolling