+21.9%
BABA vs ABBV
+134.7%
-112.9%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -0.2% | -6.9% | -7.0% |
| 7D | -12.7% | +2.2% | -14.8% | -12.8% |
| 30D | -14.9% | +8.0% | -22.9% | -15.2% |
| 3M | -24.6% | +19.1% | -43.7% | -25.3% |
| 6M | -29.3% | +43.5% | -72.9% | -31.4% |
| YTD | -35.0% | +32.7% | -67.8% | -36.5% |
| 1Y | -39.7% | +30.0% | -69.7% | -40.9% |
| All | +21.9% | +134.7% | -112.9% | +22.2% |
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