+1,156.2%
ABBV vs BP
+126.0%
+1,030.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -2.0% | -1.6% |
| 7D | +0.4% | +3.9% | -3.6% | -0.4% |
| 30D | +4.2% | +7.6% | -3.4% | +2.5% |
| 3M | +14.8% | +0.7% | +14.1% | +14.3% |
| 6M | +10.3% | +15.5% | -5.2% | +6.2% |
| YTD | +14.9% | +30.8% | -15.9% | +7.3% |
| 1Y | +24.1% | +34.3% | -10.2% | +15.0% |
| 3Y | +91.9% | +35.1% | +56.9% | +75.5% |
| 5Y | +176.0% | +126.8% | +49.2% | +117.1% |
| 10Y | +502.9% | +123.4% | +379.6% | +354.9% |
| All | +1,156.2% | +126.0% | +1,030.2% | +828.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling