+1,149.0%
ABBV vs BNY
+756.8%
+392.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | -2.0% | -1.1% | -0.9% | -1.7% |
| 30D | +2.0% | +1.4% | +0.5% | +1.4% |
| 3M | +14.2% | +16.8% | -2.6% | +8.3% |
| 6M | +14.1% | +42.0% | -27.9% | +1.5% |
| YTD | +14.2% | +41.9% | -27.7% | +1.2% |
| 1Y | +24.2% | +59.2% | -35.0% | +5.7% |
| 3Y | +89.8% | +290.9% | -201.1% | +17.5% |
| 5Y | +187.2% | +259.0% | -71.9% | +77.9% |
| 10Y | +506.7% | +413.0% | +93.7% | +204.7% |
| All | +1,149.0% | +756.8% | +392.2% | +416.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BNY.
Daily Out/Under-Performance
Portfolio return minus BNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNY 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 BNY 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