+1,118.6%
ABBV vs BND
+27.5%
+1,091.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.1% | -2.9% | -3.0% |
| 7D | -4.3% | +0.1% | -4.5% | -4.3% |
| 30D | +1.1% | -0.4% | +1.5% | +1.2% |
| 3M | +12.3% | -0.2% | +12.6% | +12.4% |
| 6M | +9.8% | -1.2% | +11.0% | +10.0% |
| YTD | +11.5% | -0.3% | +11.8% | +11.5% |
| 1Y | +22.3% | +0.4% | +21.9% | +22.2% |
| 3Y | +85.2% | +13.4% | +71.8% | +83.0% |
| 5Y | +170.8% | -1.5% | +172.3% | +165.4% |
| 10Y | +485.4% | +15.5% | +470.0% | +520.2% |
| All | +1,118.6% | +27.5% | +1,091.1% | +1,219.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BND.
Daily Out/Under-Performance
Portfolio return minus BND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BND 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 BND 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