-53.6%
BSX vs ABBV
+43.0%
-96.6%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +3.1% | +2.2% | +4.5% |
| 7D | +8.0% | +3.1% | +4.9% | +7.0% |
| 30D | +8.1% | +11.6% | -3.6% | +4.7% |
| 3M | -6.7% | +21.7% | -28.3% | -11.3% |
| 6M | -19.4% | +43.5% | -62.9% | -26.3% |
| YTD | -51.9% | +32.9% | -84.8% | -54.9% |
| 1Y | -53.6% | +40.7% | -94.3% | -57.1% |
| All | -53.6% | +43.0% | -96.6% | -57.1% |
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