-55.4%
BSX vs ABBV
+24.6%
-80.0%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.4% | +3.3% | +2.1% |
| 7D | +2.0% | +0.4% | +1.7% | +2.0% |
| 30D | +0.1% | +4.2% | -4.0% | -0.4% |
| 3M | -2.1% | +14.8% | -17.0% | -4.0% |
| 6M | -33.8% | +10.3% | -44.1% | -34.0% |
| YTD | -49.9% | +14.9% | -64.8% | -50.7% |
| 1Y | -55.4% | +24.1% | -79.6% | -56.1% |
| All | -55.4% | +24.6% | -80.0% | -56.1% |
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