+1,118.6%
ABBV vs BX
+1,581.2%
-462.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.6% | -1.4% | -2.7% |
| 7D | -4.3% | -2.0% | -2.3% | -3.9% |
| 30D | +1.1% | -2.3% | +3.4% | +1.5% |
| 3M | +12.3% | +18.5% | -6.2% | +8.0% |
| 6M | +9.8% | +23.7% | -13.9% | +4.1% |
| YTD | +11.5% | -10.4% | +21.8% | +12.7% |
| 1Y | +22.3% | -19.6% | +41.8% | +26.3% |
| 3Y | +85.2% | +30.8% | +54.4% | +66.2% |
| 5Y | +170.8% | +24.3% | +146.5% | +133.0% |
| 10Y | +485.4% | +679.5% | -194.0% | +167.8% |
| All | +1,118.6% | +1,581.2% | -462.6% | +364.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling