+1,118.6%
ABBV vs BR
+837.8%
+280.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.5% | -0.5% | -2.2% |
| 7D | -4.3% | -5.9% | +1.6% | -2.4% |
| 30D | +1.1% | +1.9% | -0.8% | +0.4% |
| 3M | +12.3% | +14.7% | -2.3% | +7.0% |
| 6M | +9.8% | -12.8% | +22.6% | +14.0% |
| YTD | +11.5% | -23.0% | +34.5% | +20.3% |
| 1Y | +22.3% | -31.7% | +53.9% | +37.5% |
| 3Y | +85.2% | -4.8% | +89.9% | +83.2% |
| 5Y | +170.8% | +7.8% | +163.0% | +150.6% |
| 10Y | +485.4% | +184.1% | +301.4% | +239.9% |
| All | +1,118.6% | +837.8% | +280.8% | +316.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling