-16.2%
BA vs ABBV
+135.2%
-151.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | -1.1% | +1.3% | -2.4% | -1.2% |
| 30D | -7.1% | +4.7% | -11.8% | -7.4% |
| 3M | -25.5% | +18.3% | -43.9% | -26.4% |
| 6M | -28.7% | +43.4% | -72.1% | -30.9% |
| YTD | -21.0% | +33.0% | -54.0% | -22.8% |
| 1Y | -11.9% | +30.8% | -42.7% | -13.7% |
| 3Y | -16.2% | +135.1% | -151.3% | -27.0% |
| All | -16.2% | +135.2% | -151.4% | -27.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling