+1,159.4%
ABBV vs BRO
+488.3%
+671.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.9% |
| 7D | +0.3% | -7.3% | +7.6% | +3.0% |
| 30D | +3.4% | -6.9% | +10.2% | +5.9% |
| 3M | +15.2% | +10.7% | +4.5% | +10.7% |
| 6M | +14.7% | -2.7% | +17.4% | +14.9% |
| YTD | +15.2% | -16.3% | +31.5% | +21.3% |
| 1Y | +20.4% | -29.1% | +49.5% | +34.5% |
| 3Y | +91.3% | -7.8% | +99.2% | +89.5% |
| 5Y | +189.6% | +18.7% | +170.8% | +148.4% |
| 10Y | +511.7% | +291.9% | +219.9% | +191.6% |
| All | +1,159.4% | +488.3% | +671.1% | +471.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling