+504.9%
ABBV vs BKR
+125.3%
+379.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +0.9% |
| 7D | +0.3% | -7.0% | +7.2% | +1.3% |
| 30D | +3.4% | -8.1% | +11.5% | +4.6% |
| 3M | +15.2% | -6.6% | +21.8% | +16.1% |
| 6M | +14.7% | +0.9% | +13.8% | +13.8% |
| YTD | +15.2% | +31.1% | -15.9% | +9.5% |
| 1Y | +20.4% | +27.7% | -7.3% | +14.6% |
| 3Y | +91.3% | +71.2% | +20.1% | +71.4% |
| 5Y | +189.6% | +177.6% | +11.9% | +131.8% |
| All | +504.9% | +125.3% | +379.6% | +341.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling