+89.8%
ABBV vs BKR
+69.4%
+20.3%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -6.7% | +8.3% | +2.2% |
| 7D | -2.0% | -6.7% | +4.7% | -1.5% |
| 30D | +2.0% | -8.3% | +10.3% | +2.7% |
| 3M | +14.2% | -5.4% | +19.6% | +14.7% |
| 6M | +14.1% | +0.8% | +13.3% | +13.5% |
| YTD | +14.2% | +31.8% | -17.6% | +9.6% |
| 1Y | +24.2% | +28.6% | -4.4% | +19.2% |
| All | +89.8% | +69.4% | +20.3% | +69.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling