-10.6%
BA vs ABBV
+38.7%
-49.3%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.7% |
| 7D | -1.4% | +0.1% | -1.4% | -1.4% |
| 30D | -7.9% | +5.6% | -13.5% | -7.7% |
| 3M | -25.2% | +18.7% | -43.8% | -24.5% |
| 6M | -26.7% | +47.4% | -74.1% | -26.2% |
| YTD | -19.6% | +33.0% | -52.6% | -18.0% |
| 1Y | -10.6% | +34.9% | -45.5% | -8.8% |
| All | -10.6% | +38.7% | -49.3% | -8.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling