+187.2%
ABBV vs BX
+14.6%
+172.6%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.8% | +4.5% | +1.9% |
| 7D | -2.0% | -8.9% | +6.9% | -1.2% |
| 30D | +2.0% | -14.8% | +16.7% | +3.3% |
| 3M | +14.2% | +6.9% | +7.2% | +13.4% |
| 6M | +14.1% | +16.3% | -2.2% | +12.3% |
| YTD | +14.2% | -16.1% | +30.3% | +15.4% |
| 1Y | +24.2% | -26.8% | +51.0% | +27.1% |
| 3Y | +89.8% | +22.4% | +67.4% | +83.4% |
| 5Y | +187.2% | +16.0% | +171.2% | +172.2% |
| All | +187.2% | +14.6% | +172.6% | +172.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling