+490.3%
ABBV vs BN
+268.0%
+222.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.9% | +2.8% | +1.3% |
| 7D | -4.1% | -3.0% | -1.1% | -3.5% |
| 30D | +1.2% | -13.0% | +14.2% | +4.5% |
| 3M | +12.1% | -15.2% | +27.3% | +16.3% |
| 6M | +12.0% | -5.9% | +17.9% | +13.0% |
| YTD | +12.4% | -15.8% | +28.2% | +15.9% |
| 1Y | +22.9% | -12.2% | +35.1% | +25.1% |
| 3Y | +86.8% | +72.2% | +14.6% | +55.1% |
| 5Y | +181.0% | +33.2% | +147.8% | +145.2% |
| All | +490.3% | +268.0% | +222.2% | +231.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling