+73.9%
BA vs ABBV
+500.6%
-426.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.4% | +2.3% | +1.3% |
| 7D | +1.2% | +0.4% | +0.8% | +1.0% |
| 30D | -11.6% | +4.2% | -15.8% | -12.9% |
| 3M | -2.4% | +14.8% | -17.2% | -7.5% |
| 6M | -6.6% | +10.3% | -16.9% | -10.5% |
| YTD | -2.2% | +14.9% | -17.1% | -7.9% |
| 1Y | -8.0% | +24.1% | -32.2% | -16.4% |
| 3Y | -5.0% | +91.9% | -96.9% | -29.6% |
| 5Y | -2.7% | +176.0% | -178.8% | -40.5% |
| All | +73.9% | +500.6% | -426.7% | -13.7% |
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