+1,156.2%
ABBV vs BN
+464.8%
+691.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.2% | -1.4% |
| 7D | +0.4% | -2.5% | +2.9% | +1.0% |
| 30D | +4.2% | -9.5% | +13.7% | +6.8% |
| 3M | +14.8% | -10.4% | +25.2% | +17.9% |
| 6M | +10.3% | -6.4% | +16.6% | +11.5% |
| YTD | +14.9% | -11.9% | +26.8% | +17.5% |
| 1Y | +24.1% | -8.6% | +32.8% | +25.3% |
| 3Y | +91.9% | +77.6% | +14.4% | +55.7% |
| 5Y | +176.0% | +37.0% | +139.0% | +136.1% |
| 10Y | +502.9% | +266.4% | +236.6% | +230.6% |
| All | +1,156.2% | +464.8% | +691.4% | +476.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling