+604.1%
ABBV vs BN
+290.8%
+313.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +0.6% |
| 7D | +1.3% | -1.0% | +2.3% | +1.5% |
| 30D | +4.7% | +14.0% | -9.3% | +1.5% |
| 3M | +18.3% | -9.0% | +27.4% | +20.7% |
| 6M | +43.4% | -8.8% | +52.2% | +45.9% |
| YTD | +33.0% | -10.3% | +43.2% | +34.9% |
| 1Y | +30.8% | -5.8% | +36.6% | +31.1% |
| 3Y | +135.1% | +94.8% | +40.4% | +89.5% |
| 5Y | +201.2% | +31.5% | +169.8% | +166.8% |
| All | +604.1% | +290.8% | +313.3% | +297.7% |
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