+16.7%
BABA vs ABBV
+486.4%
-469.6%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.0% | +2.5% | +0.1% |
| 7D | -0.2% | -4.3% | +4.1% | +0.7% |
| 30D | -12.3% | +1.1% | -13.4% | -12.5% |
| 3M | -5.3% | +12.3% | -17.6% | -8.0% |
| 6M | -13.1% | +9.8% | -22.9% | -15.3% |
| YTD | -22.4% | +11.5% | -33.9% | -24.9% |
| 1Y | -19.5% | +22.3% | -41.7% | -23.9% |
| 3Y | +32.9% | +85.2% | -52.2% | +12.2% |
| 5Y | -29.9% | +170.8% | -200.7% | -47.7% |
| 10Y | +16.7% | +485.4% | -468.7% | -25.0% |
| All | +16.7% | +486.4% | -469.6% | -25.0% |
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 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