+504.9%
ABBV vs BX
+673.1%
-168.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.5% | -1.6% | +0.4% |
| 7D | +0.3% | -5.6% | +5.9% | +1.3% |
| 30D | +3.4% | -12.2% | +15.6% | +5.8% |
| 3M | +15.2% | +7.4% | +7.8% | +13.3% |
| 6M | +14.7% | +22.2% | -7.5% | +9.7% |
| YTD | +15.2% | -14.0% | +29.2% | +17.2% |
| 1Y | +20.4% | -27.3% | +47.7% | +26.4% |
| 3Y | +91.3% | +24.5% | +66.8% | +75.3% |
| 5Y | +189.6% | +18.9% | +170.7% | +155.5% |
| All | +504.9% | +673.1% | -168.2% | +210.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BX.
Daily Out/Under-Performance
Portfolio return minus BX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BX 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 BX 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