+185.9%
ABBV vs BROS
+43.3%
+142.6%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.7% | -2.2% | -1.4% |
| 7D | +0.4% | -6.7% | +7.1% | +0.4% |
| 30D | +4.2% | -29.1% | +33.2% | +4.5% |
| 3M | +14.8% | -16.7% | +31.5% | +15.0% |
| 6M | +10.3% | -11.6% | +21.9% | +10.3% |
| YTD | +14.9% | -23.9% | +38.8% | +15.1% |
| 1Y | +24.1% | -34.8% | +58.9% | +24.4% |
| 3Y | +91.9% | +62.1% | +29.9% | +91.8% |
| All | +185.9% | +43.3% | +142.6% | +187.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling