+25.9%
BA vs ABBV
+595.1%
-569.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.5% |
| 7D | 0.0% | +2.8% | -2.7% | -0.9% |
| 30D | -8.9% | +7.0% | -15.9% | -11.0% |
| 3M | -25.5% | +19.2% | -44.8% | -30.0% |
| 6M | -27.0% | +47.8% | -74.7% | -36.7% |
| YTD | -20.1% | +32.5% | -52.6% | -28.4% |
| 1Y | -11.0% | +38.4% | -49.4% | -21.7% |
| 3Y | -11.8% | +134.3% | -146.1% | -39.4% |
| 5Y | -20.6% | +200.6% | -221.3% | -52.7% |
| All | +25.9% | +595.1% | -569.2% | -39.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ABBV.
Daily Out/Under-Performance
Portfolio return minus ABBV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABBV 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 ABBV 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