+40.7%
ABBV vs BRO
-3.6%
+44.2%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +4.5% | -1.4% | +2.4% |
| 7D | +3.1% | +12.4% | -9.4% | +1.4% |
| 30D | +11.6% | +21.6% | -10.0% | +8.4% |
| 3M | +21.7% | +4.3% | +17.3% | +20.8% |
| 6M | +43.5% | +29.2% | +14.3% | +40.3% |
| YTD | +32.9% | -6.4% | +39.2% | +27.5% |
| 1Y | +40.7% | -5.3% | +46.0% | +35.0% |
| All | +40.7% | -3.6% | +44.2% | +35.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 1y: compounded portfolio wealth divided by compounded BRO 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…
1y analysis · Full analysis span regression · 6 months rolling