+91.3%
ABBV vs BX
+25.1%
+66.3%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.5% | -1.6% | +0.6% |
| 7D | +0.3% | -5.6% | +5.9% | +0.8% |
| 30D | +3.4% | -12.2% | +15.6% | +4.7% |
| 3M | +15.2% | +7.4% | +7.8% | +14.2% |
| 6M | +14.7% | +22.2% | -7.5% | +12.0% |
| YTD | +15.2% | -14.0% | +29.2% | +16.5% |
| 1Y | +20.4% | -27.3% | +47.7% | +24.5% |
| 3Y | +91.3% | +24.5% | +66.8% | +75.4% |
| All | +91.3% | +25.1% | +66.3% | +75.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling