+28.2%
BABA vs ABBV
+591.9%
-563.7%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.4% | +2.7% | +1.6% |
| 7D | -4.8% | +0.4% | -5.1% | -4.9% |
| 30D | -11.9% | +4.2% | -16.1% | -12.8% |
| 3M | -9.3% | +14.8% | -24.1% | -12.6% |
| 6M | -14.2% | +10.3% | -24.5% | -16.8% |
| YTD | -22.0% | +14.9% | -36.9% | -25.3% |
| 1Y | -12.7% | +24.1% | -36.8% | -18.3% |
| 3Y | +26.7% | +91.9% | -65.3% | +4.0% |
| 5Y | -29.3% | +176.0% | -205.4% | -48.8% |
| 10Y | +21.2% | +502.9% | -481.7% | -34.9% |
| All | +28.2% | +591.9% | -563.7% | -36.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling