+1,367.3%
AAPL vs ABBV
+599.4%
+768.0%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.3% |
| 7D | +4.1% | +1.3% | +2.9% | +3.7% |
| 30D | +4.0% | +4.7% | -0.8% | +2.5% |
| 3M | +16.8% | +18.3% | -1.5% | +10.9% |
| 6M | +19.4% | +43.4% | -24.0% | +6.7% |
| YTD | +31.5% | +33.0% | -1.5% | +19.7% |
| 1Y | +31.0% | +30.8% | +0.2% | +19.7% |
| 3Y | +95.3% | +135.1% | -39.8% | +43.4% |
| 5Y | +143.4% | +201.2% | -57.9% | +59.1% |
| All | +1,367.3% | +599.4% | +768.0% | +676.3% |
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 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