+1,348.4%
ABBV vs BN
+495.0%
+853.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.6% | +0.5% |
| 7D | +2.8% | +4.3% | -1.5% | +1.6% |
| 30D | +7.0% | +14.3% | -7.3% | +3.2% |
| 3M | +19.2% | -4.1% | +23.3% | +20.3% |
| 6M | +47.8% | -9.7% | +57.4% | +50.9% |
| YTD | +32.5% | -7.1% | +39.6% | +33.4% |
| 1Y | +38.4% | -7.4% | +45.8% | +39.4% |
| 3Y | +134.3% | +102.3% | +32.0% | +83.5% |
| 5Y | +200.6% | +35.9% | +164.7% | +159.6% |
| 10Y | +590.1% | +289.2% | +300.9% | +272.0% |
| All | +1,348.4% | +495.0% | +853.3% | +555.1% |
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