+518.1%
BE vs ABBV
+201.3%
+316.8%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.0% | +0.4% | +12.6% | +13.0% |
| 7D | +4.5% | +0.1% | +4.5% | +4.4% |
| 30D | -20.1% | +5.6% | -25.7% | -19.3% |
| 3M | -0.8% | +18.7% | -19.5% | +2.1% |
| 6M | -26.2% | +47.4% | -73.6% | -24.0% |
| YTD | +141.1% | +33.0% | +108.1% | +147.3% |
| 1Y | +64.8% | +34.9% | +29.9% | +69.1% |
| 3Y | +1,887.4% | +135.2% | +1,752.2% | +1,966.1% |
| 5Y | +518.1% | +202.1% | +316.0% | +582.7% |
| All | +518.1% | +201.3% | +316.8% | +582.7% |
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