+663.7%
BSX vs ABBV
+1,125.5%
-461.9%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -3.0% | -2.9% | -4.8% |
| 7D | -6.4% | -4.3% | -2.1% | -5.0% |
| 30D | -8.8% | +1.1% | -9.9% | -9.1% |
| 3M | -7.6% | +12.3% | -20.0% | -11.5% |
| 6M | -37.0% | +9.8% | -46.7% | -39.4% |
| YTD | -52.8% | +11.5% | -64.3% | -54.9% |
| 1Y | -58.4% | +22.3% | -80.7% | -61.7% |
| 3Y | -16.5% | +85.2% | -101.7% | -35.6% |
| 5Y | -1.2% | +170.8% | -172.0% | -35.3% |
| 10Y | +83.7% | +485.4% | -401.7% | -12.9% |
| All | +663.7% | +1,125.5% | -461.9% | +199.3% |
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