-35.3%
BABA vs ABBV
+43.0%
-78.3%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +3.1% | +1.8% | +5.5% |
| 7D | +4.3% | +3.1% | +1.2% | +4.8% |
| 30D | -5.0% | +11.6% | -16.6% | -2.8% |
| 3M | -18.4% | +21.7% | -40.0% | -14.8% |
| 6M | -20.3% | +43.5% | -63.8% | -15.0% |
| YTD | -27.5% | +32.9% | -60.4% | -24.5% |
| 1Y | -35.3% | +40.7% | -76.0% | -30.1% |
| All | -35.3% | +43.0% | -78.3% | -30.1% |
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