+600.0%
ABBV vs BP
+129.9%
+470.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +2.8% | -6.3% | +9.1% | +4.0% |
| 30D | +7.0% | -3.6% | +10.6% | +7.6% |
| 3M | +19.2% | +5.2% | +14.0% | +17.8% |
| 6M | +47.8% | +5.3% | +42.4% | +45.5% |
| YTD | +32.5% | +33.1% | -0.7% | +23.7% |
| 1Y | +38.4% | +26.3% | +12.1% | +30.6% |
| 3Y | +134.3% | +47.5% | +86.8% | +111.5% |
| 5Y | +200.6% | +106.2% | +94.5% | +146.2% |
| All | +600.0% | +129.9% | +470.1% | +495.5% |
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