+89.8%
ABBV vs BMY
+20.8%
+68.9%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.7% | +2.0% |
| 7D | -2.0% | -6.4% | +4.4% | +0.3% |
| 30D | +2.0% | +0.2% | +1.7% | +1.9% |
| 3M | +14.2% | +16.0% | -1.8% | +8.3% |
| 6M | +14.1% | +8.3% | +5.7% | +10.6% |
| YTD | +14.2% | +22.2% | -7.9% | +6.8% |
| 1Y | +24.2% | +41.7% | -17.5% | +11.0% |
| All | +89.8% | +20.8% | +68.9% | +71.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BMY.
Daily Out/Under-Performance
Portfolio return minus BMY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BMY 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 BMY 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