+201.6%
ABBV vs BP
+113.6%
+88.0%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | +0.1% |
| 7D | +1.3% | +3.8% | -2.5% | +0.8% |
| 30D | +4.7% | -5.3% | +10.0% | +5.3% |
| 3M | +18.3% | +9.3% | +9.1% | +16.9% |
| 6M | +43.4% | +7.2% | +36.2% | +41.7% |
| YTD | +33.0% | +38.0% | -5.1% | +26.4% |
| 1Y | +30.8% | +33.2% | -2.4% | +25.0% |
| 3Y | +135.1% | +50.3% | +84.8% | +118.3% |
| All | +201.6% | +113.6% | +88.0% | +166.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling