+209.9%
BKNG vs ABBV
+510.4%
-300.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.1% | +0.1% |
| 7D | -10.7% | -2.0% | -8.7% | -10.2% |
| 30D | -18.1% | +2.0% | -20.1% | -18.5% |
| 3M | +8.5% | +14.2% | -5.6% | +4.8% |
| 6M | -0.1% | +14.1% | -14.1% | -3.7% |
| YTD | -18.2% | +14.2% | -32.5% | -21.4% |
| 1Y | -19.9% | +24.2% | -44.1% | -25.0% |
| 3Y | +41.6% | +89.8% | -48.2% | +14.7% |
| 5Y | +93.1% | +187.2% | -94.1% | +34.3% |
| All | +209.9% | +510.4% | -300.5% | +82.3% |
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 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