+504.9%
ABBV vs BRO
+294.2%
+210.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.9% |
| 7D | +0.3% | -7.3% | +7.6% | +2.9% |
| 30D | +3.4% | -6.9% | +10.2% | +5.8% |
| 3M | +15.2% | +10.7% | +4.5% | +10.9% |
| 6M | +14.7% | -2.7% | +17.4% | +15.0% |
| YTD | +15.2% | -16.3% | +31.5% | +21.1% |
| 1Y | +20.4% | -29.1% | +49.5% | +34.1% |
| 3Y | +91.3% | -7.8% | +99.2% | +89.4% |
| 5Y | +189.6% | +18.7% | +170.8% | +148.3% |
| All | +504.9% | +294.2% | +210.6% | +195.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling