+81.0%
BSX vs ABBV
+515.4%
-434.5%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.6% |
| 7D | -10.1% | +0.3% | -10.3% | -10.2% |
| 30D | -16.4% | +3.4% | -19.8% | -17.3% |
| 3M | -8.9% | +15.2% | -24.1% | -13.4% |
| 6M | -38.3% | +14.7% | -53.0% | -41.5% |
| YTD | -54.9% | +15.2% | -70.1% | -57.3% |
| 1Y | -58.8% | +20.4% | -79.2% | -61.8% |
| 3Y | -21.2% | +91.3% | -112.6% | -40.1% |
| 5Y | -3.3% | +189.6% | -192.9% | -39.1% |
| All | +81.0% | +515.4% | -434.5% | -9.7% |
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