+187.2%
ABBV vs BR
+7.7%
+179.5%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.5% | +1.6% |
| 7D | -2.0% | -6.0% | +4.0% | -0.9% |
| 30D | +2.0% | -0.9% | +2.8% | +2.1% |
| 3M | +14.2% | +16.4% | -2.2% | +10.8% |
| 6M | +14.1% | -8.2% | +22.2% | +15.7% |
| YTD | +14.2% | -23.2% | +37.5% | +20.1% |
| 1Y | +24.2% | -30.9% | +55.2% | +33.7% |
| 3Y | +89.8% | -5.0% | +94.8% | +90.6% |
| 5Y | +187.2% | +8.8% | +178.4% | +176.4% |
| All | +187.2% | +7.7% | +179.5% | +176.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling