+499.9%
ABBV vs BWA
+153.1%
+346.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +1.0% | +1.5% |
| 7D | -2.0% | -0.1% | -1.9% | -2.0% |
| 30D | +2.0% | -5.5% | +7.4% | +2.8% |
| 3M | +14.2% | -7.6% | +21.8% | +15.3% |
| 6M | +14.1% | +25.0% | -10.9% | +9.0% |
| YTD | +14.2% | +47.0% | -32.7% | +5.1% |
| 1Y | +24.2% | +54.0% | -29.8% | +13.1% |
| 3Y | +89.8% | +70.7% | +19.1% | +66.7% |
| 5Y | +187.2% | +86.7% | +100.5% | +141.6% |
| All | +499.9% | +153.1% | +346.8% | +371.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 10y: compounded portfolio wealth divided by compounded BWA 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…
10y analysis · Full analysis span regression · 6 months rolling