+934.0%
BE vs ABBV
+292.5%
+641.5%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.6% | -5.6% | -4.6% |
| 7D | +9.7% | -2.0% | +11.7% | +10.3% |
| 30D | +22.4% | +2.0% | +20.4% | +21.1% |
| 3M | +10.4% | +14.2% | -3.8% | +2.2% |
| 6M | +67.9% | +14.1% | +53.8% | +55.3% |
| YTD | +197.5% | +14.2% | +183.3% | +173.1% |
| 1Y | +310.6% | +24.2% | +286.3% | +260.9% |
| 3Y | +1,657.2% | +89.8% | +1,567.4% | +1,074.4% |
| 5Y | +1,218.2% | +187.2% | +1,031.0% | +501.6% |
| All | +934.0% | +292.5% | +641.5% | +255.0% |
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