+91.3%
ABBV vs BRO
-7.6%
+99.0%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.9% |
| 7D | +0.3% | -7.3% | +7.6% | +1.9% |
| 30D | +3.4% | -6.9% | +10.2% | +4.9% |
| 3M | +15.2% | +10.7% | +4.5% | +12.9% |
| 6M | +14.7% | -2.7% | +17.4% | +15.0% |
| YTD | +15.2% | -16.3% | +31.5% | +18.8% |
| 1Y | +20.4% | -29.1% | +49.5% | +29.4% |
| 3Y | +91.3% | -7.8% | +99.2% | +91.0% |
| All | +91.3% | -7.6% | +99.0% | +91.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling