+1,129.0%
ABBV vs BLK
+614.6%
+514.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.1% | +3.0% | +1.6% |
| 7D | -4.1% | -2.7% | -1.5% | -3.3% |
| 30D | +1.2% | -4.8% | +5.9% | +2.8% |
| 3M | +12.1% | +6.5% | +5.6% | +9.2% |
| 6M | +12.0% | +13.2% | -1.1% | +6.4% |
| YTD | +12.4% | +1.8% | +10.6% | +10.0% |
| 1Y | +22.9% | -1.0% | +23.9% | +21.1% |
| 3Y | +86.8% | +66.0% | +20.8% | +48.5% |
| 5Y | +181.0% | +31.2% | +149.8% | +138.7% |
| 10Y | +497.0% | +278.5% | +218.5% | +191.7% |
| All | +1,129.0% | +614.6% | +514.4% | +364.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling