+91.3%
ABBV vs BR
-5.3%
+96.7%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.9% |
| 7D | +0.3% | -3.0% | +3.2% | +0.9% |
| 30D | +3.4% | -0.3% | +3.7% | +3.4% |
| 3M | +15.2% | +17.3% | -2.1% | +11.5% |
| 6M | +14.7% | -6.7% | +21.4% | +16.5% |
| YTD | +15.2% | -23.4% | +38.6% | +23.2% |
| 1Y | +20.4% | -32.7% | +53.0% | +34.1% |
| 3Y | +91.3% | -5.9% | +97.3% | +89.6% |
| All | +91.3% | -5.3% | +96.7% | +89.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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