+134.7%
ABBV vs BROS
+22.6%
+112.0%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.7% | +3.5% | -0.1% |
| 7D | +2.2% | -2.5% | +4.6% | +2.2% |
| 30D | +8.0% | -11.2% | +19.2% | +8.2% |
| 3M | +19.1% | -33.9% | +53.0% | +19.8% |
| 6M | +43.5% | -33.5% | +77.0% | +44.3% |
| YTD | +32.7% | -44.9% | +77.7% | +33.7% |
| 1Y | +30.0% | -41.5% | +71.5% | +30.8% |
| All | +134.7% | +22.6% | +112.0% | +144.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 BROS 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