-39.8%
BABA vs ABBV
+201.3%
-241.1%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | -13.8% | +1.3% | -15.0% | -13.8% |
| 30D | -15.1% | +4.7% | -19.8% | -15.3% |
| 3M | -22.7% | +18.3% | -41.1% | -23.5% |
| 6M | -34.7% | +43.4% | -78.1% | -36.5% |
| YTD | -35.0% | +33.0% | -68.0% | -36.5% |
| 1Y | -40.4% | +30.8% | -71.2% | -41.6% |
| 3Y | +21.9% | +135.1% | -113.2% | +13.2% |
| All | -39.8% | +201.3% | -241.1% | -47.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling