+499.9%
ABBV vs BN
+263.5%
+236.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.2% | +2.9% | +1.9% |
| 7D | -2.0% | -5.9% | +3.9% | -0.6% |
| 30D | +2.0% | -15.1% | +17.0% | +5.9% |
| 3M | +14.2% | -14.6% | +28.7% | +18.2% |
| 6M | +14.1% | -8.4% | +22.5% | +15.8% |
| YTD | +14.2% | -16.8% | +31.0% | +18.2% |
| 1Y | +24.2% | -14.4% | +38.6% | +27.2% |
| 3Y | +89.8% | +70.1% | +19.7% | +58.0% |
| 5Y | +187.2% | +33.5% | +153.6% | +149.9% |
| All | +499.9% | +263.5% | +236.4% | +238.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded BN 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling