+135.1%
ABBV vs BP
+49.8%
+85.3%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.2% |
| 7D | +1.3% | +2.6% | -1.4% | +1.0% |
| 30D | +4.7% | -6.4% | +11.1% | +5.4% |
| 3M | +18.3% | +8.0% | +10.3% | +17.2% |
| 6M | +43.4% | +6.0% | +37.4% | +42.0% |
| YTD | +33.0% | +36.5% | -3.5% | +26.4% |
| 1Y | +30.8% | +31.7% | -0.9% | +25.1% |
| 3Y | +135.1% | +48.6% | +86.5% | +117.2% |
| All | +135.1% | +49.8% | +85.3% | +117.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling