+17.1%
BABA vs ABBV
+670.6%
-653.6%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.2% | +1.1% |
| 7D | +11.6% | -1.2% | +12.9% | +11.9% |
| 30D | +2.3% | +8.0% | -5.7% | +0.7% |
| 3M | -13.7% | +20.2% | -33.9% | -16.8% |
| 6M | -21.9% | +44.0% | -65.9% | -27.9% |
| YTD | -24.6% | +31.3% | -56.0% | -29.3% |
| 1Y | -34.1% | +37.0% | -71.1% | -38.9% |
| 3Y | +36.3% | +128.0% | -91.7% | +10.5% |
| 5Y | -26.7% | +196.9% | -223.6% | -45.7% |
| All | +17.1% | +670.6% | -653.6% | -26.5% |
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