+39.8%
BKNG vs ABBV
+90.0%
-50.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.1% | +0.3% |
| 7D | -10.7% | -2.0% | -8.7% | -10.4% |
| 30D | -18.1% | +2.0% | -20.1% | -18.2% |
| 3M | +8.5% | +14.2% | -5.6% | +7.4% |
| 6M | -0.1% | +14.1% | -14.1% | -1.2% |
| YTD | -18.2% | +14.2% | -32.5% | -19.3% |
| 1Y | -19.9% | +24.2% | -44.1% | -21.8% |
| All | +39.8% | +90.0% | -50.2% | +26.2% |
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