-13.6%
BKNG vs ABBV
+43.0%
-56.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +3.1% | +6.7% | +9.2% |
| 7D | +15.6% | +3.1% | +12.5% | +14.8% |
| 30D | +8.0% | +11.6% | -3.6% | +6.0% |
| 3M | -11.8% | +21.7% | -33.5% | -14.3% |
| 6M | +3.8% | +43.5% | -39.8% | +0.8% |
| YTD | -19.6% | +32.9% | -52.5% | -22.1% |
| 1Y | -13.6% | +40.7% | -54.2% | -17.7% |
| All | -13.6% | +43.0% | -56.6% | -17.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling