+200.7%
ABBV vs BROS
-49.1%
+249.8%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +8.1% |
| 3M | +19.1% | -33.9% | +53.0% | +19.6% |
| 6M | +43.5% | -33.5% | +77.0% | +44.0% |
| YTD | +32.7% | -44.9% | +77.7% | +33.4% |
| 1Y | +30.0% | -41.5% | +71.5% | +30.6% |
| 3Y | +134.7% | +22.4% | +112.3% | +135.9% |
| 5Y | +200.7% | -45.7% | +246.3% | +203.7% |
| All | +200.7% | -49.1% | +249.8% | +203.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling