+1,129.0%
ABBV vs BKR
+196.2%
+932.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +0.9% |
| 7D | -4.1% | -1.5% | -2.6% | -3.9% |
| 30D | +1.2% | -0.7% | +1.9% | +1.3% |
| 3M | +12.1% | +0.5% | +11.6% | +11.8% |
| 6M | +12.0% | +6.6% | +5.4% | +10.3% |
| YTD | +12.4% | +41.3% | -28.9% | +5.4% |
| 1Y | +22.9% | +42.2% | -19.3% | +14.8% |
| 3Y | +86.8% | +83.4% | +3.3% | +64.7% |
| 5Y | +181.0% | +203.6% | -22.6% | +120.1% |
| 10Y | +497.0% | +139.9% | +357.0% | +338.7% |
| All | +1,129.0% | +196.2% | +932.8% | +720.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling