+89.8%
ABBV vs BLDR
-58.1%
+147.9%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.9% | +5.6% | +1.8% |
| 7D | -2.0% | -8.1% | +6.1% | -1.7% |
| 30D | +2.0% | -21.5% | +23.4% | +3.0% |
| 3M | +14.2% | -21.0% | +35.1% | +15.2% |
| 6M | +14.1% | -37.1% | +51.1% | +16.3% |
| YTD | +14.2% | -42.7% | +56.9% | +16.4% |
| 1Y | +24.2% | -58.0% | +82.2% | +29.7% |
| All | +89.8% | -58.1% | +147.9% | +94.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR 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 BLDR 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