+707.7%
BE vs ABBV
+356.0%
+351.7%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.2% | -3.4% | -3.5% |
| 7D | +20.5% | +2.2% | +18.4% | +19.8% |
| 30D | -23.4% | +8.0% | -31.3% | -25.4% |
| 3M | -14.9% | +19.1% | -33.9% | -20.3% |
| 6M | -28.1% | +43.5% | -71.6% | -38.9% |
| YTD | +132.4% | +32.7% | +99.7% | +102.3% |
| 1Y | +59.4% | +30.0% | +29.3% | +39.7% |
| 3Y | +1,815.8% | +134.7% | +1,681.1% | +1,068.1% |
| 5Y | +491.3% | +200.6% | +290.7% | +179.4% |
| All | +707.7% | +356.0% | +351.7% | +163.0% |
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 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