-21.0%
BSX vs ABBV
+90.0%
-111.0%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.6% | -5.8% | -4.5% |
| 7D | -8.2% | -2.0% | -6.2% | -7.8% |
| 30D | -15.8% | +2.0% | -17.8% | -16.0% |
| 3M | -10.8% | +14.2% | -25.0% | -12.9% |
| 6M | -38.4% | +14.1% | -52.5% | -39.8% |
| YTD | -54.8% | +14.2% | -69.0% | -55.8% |
| 1Y | -59.0% | +24.2% | -83.3% | -60.7% |
| All | -21.0% | +90.0% | -111.0% | -31.1% |
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 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