+187.4%
ABBV vs BRO
+17.6%
+169.8%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +12.7% |
| 6M | +14.7% | -2.7% | +17.4% | +15.0% |
| YTD | +15.2% | -16.3% | +31.5% | +18.9% |
| 1Y | +20.4% | -29.1% | +49.5% | +28.9% |
| 3Y | +91.3% | -7.8% | +99.2% | +92.6% |
| All | +187.4% | +17.6% | +169.8% | +167.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling