+187.4%
ABBV vs BLK
+32.0%
+155.4%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.8% | +0.6% |
| 7D | +0.3% | -3.3% | +3.6% | +0.8% |
| 30D | +3.4% | -6.5% | +9.9% | +4.4% |
| 3M | +15.2% | +6.7% | +8.5% | +13.9% |
| 6M | +14.7% | +14.7% | -0.1% | +11.8% |
| YTD | +15.2% | +2.5% | +12.7% | +13.9% |
| 1Y | +20.4% | -2.8% | +23.2% | +20.0% |
| 3Y | +91.3% | +65.9% | +25.5% | +71.6% |
| All | +187.4% | +32.0% | +155.4% | +165.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BLK.
Daily Out/Under-Performance
Portfolio return minus BLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLK 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 BLK 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