+1,156.2%
ABBV vs BMY
+217.4%
+938.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.9% | +0.4% | -0.6% |
| 7D | +0.4% | +0.4% | 0.0% | +0.2% |
| 30D | +4.2% | +5.0% | -0.8% | +1.9% |
| 3M | +14.8% | +19.4% | -4.6% | +5.8% |
| 6M | +10.3% | +9.5% | +0.7% | +5.5% |
| YTD | +14.9% | +28.1% | -13.2% | +2.4% |
| 1Y | +24.1% | +50.0% | -25.8% | +2.7% |
| 3Y | +91.9% | +24.1% | +67.9% | +68.4% |
| 5Y | +176.0% | +25.0% | +151.1% | +139.3% |
| 10Y | +502.9% | +68.7% | +434.3% | +344.3% |
| All | +1,156.2% | +217.4% | +938.7% | +649.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling