+185.0%
ABBV vs BKR
+174.4%
+10.6%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +2.6% |
| 3M | +14.2% | -5.4% | +19.6% | +14.6% |
| 6M | +14.1% | +0.8% | +13.3% | +13.6% |
| YTD | +14.2% | +31.8% | -17.6% | +10.6% |
| 1Y | +24.2% | +28.6% | -4.4% | +20.4% |
| 3Y | +89.8% | +71.2% | +18.6% | +76.8% |
| All | +185.0% | +174.4% | +10.6% | +147.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling