+593.6%
BKNG vs ABBV
+1,136.0%
-542.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.9% | -4.7% | -4.1% |
| 7D | -13.1% | -4.1% | -9.0% | -12.0% |
| 30D | -18.5% | +1.2% | -19.7% | -18.8% |
| 3M | +5.8% | +12.1% | -6.3% | +2.3% |
| 6M | -2.1% | +12.0% | -14.1% | -5.5% |
| YTD | -18.6% | +12.4% | -31.1% | -21.8% |
| 1Y | -21.7% | +22.9% | -44.6% | -26.9% |
| 3Y | +40.9% | +86.8% | -45.9% | +13.5% |
| 5Y | +91.0% | +181.0% | -90.1% | +32.5% |
| 10Y | +213.2% | +497.0% | -283.8% | +64.2% |
| All | +593.6% | +1,136.0% | -542.5% | +202.0% |
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