+201.6%
ABBV vs BWA
+27.4%
+174.1%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.2% |
| 7D | +1.3% | +4.3% | -3.0% | +0.9% |
| 30D | +4.7% | -13.0% | +17.7% | +5.9% |
| 3M | +18.3% | -24.8% | +43.2% | +21.0% |
| 6M | +43.4% | -23.5% | +66.9% | +46.0% |
| YTD | +33.0% | +13.8% | +19.1% | +28.8% |
| 1Y | +30.8% | +13.4% | +17.4% | +26.6% |
| 3Y | +135.1% | +62.8% | +72.4% | +115.2% |
| All | +201.6% | +27.4% | +174.1% | +180.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling