+497.0%
ABBV vs BP
+132.0%
+365.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.8% | -0.9% | +0.5% |
| 7D | -4.1% | +4.0% | -8.1% | -4.9% |
| 30D | +1.2% | +7.8% | -6.7% | -0.4% |
| 3M | +12.1% | +8.4% | +3.7% | +10.1% |
| 6M | +12.0% | +15.1% | -3.0% | +8.3% |
| YTD | +12.4% | +36.4% | -24.0% | +4.6% |
| 1Y | +22.9% | +40.9% | -18.0% | +13.4% |
| 3Y | +86.8% | +38.8% | +47.9% | +70.9% |
| 5Y | +181.0% | +141.1% | +39.9% | +121.1% |
| 10Y | +497.0% | +133.9% | +363.1% | +374.3% |
| All | +497.0% | +132.0% | +365.0% | +374.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 BP 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