+31.8%
BA vs ABBV
+670.6%
-638.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.5% | +0.2% |
| 7D | +1.1% | -1.2% | +2.3% | +1.5% |
| 30D | -7.9% | +8.0% | -15.9% | -10.3% |
| 3M | -25.3% | +20.2% | -45.5% | -30.0% |
| 6M | -24.6% | +44.0% | -68.6% | -34.1% |
| YTD | -20.1% | +31.3% | -51.4% | -28.2% |
| 1Y | -11.8% | +37.0% | -48.7% | -22.0% |
| 3Y | -10.1% | +128.0% | -138.1% | -37.5% |
| 5Y | -22.7% | +196.9% | -219.7% | -53.7% |
| All | +31.8% | +670.6% | -638.9% | -38.5% |
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