+1,784.6%
BE vs ABBV
+85.2%
+1,699.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -3.0% | +12.6% | +9.0% |
| 7D | +29.8% | -4.3% | +34.1% | +28.7% |
| 30D | +26.4% | +1.1% | +25.3% | +26.8% |
| 3M | +9.3% | +12.3% | -3.0% | +9.8% |
| 6M | +105.1% | +9.8% | +95.3% | +103.8% |
| YTD | +219.0% | +11.5% | +207.6% | +218.1% |
| 1Y | +418.8% | +22.3% | +396.5% | +419.9% |
| 3Y | +1,784.6% | +85.2% | +1,699.4% | +1,830.3% |
| All | +1,784.6% | +85.2% | +1,699.4% | +1,830.3% |
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