+1,254.4%
AAPL vs ABBV
+510.4%
+744.0%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.6% | +1.9% | +3.1% |
| 7D | -0.5% | -2.0% | +1.5% | +0.1% |
| 30D | +7.1% | +2.0% | +5.1% | +6.5% |
| 3M | +12.1% | +14.2% | -2.1% | +7.6% |
| 6M | +25.4% | +14.1% | +11.4% | +20.1% |
| YTD | +20.5% | +14.2% | +6.2% | +15.0% |
| 1Y | +44.5% | +24.2% | +20.3% | +33.8% |
| 3Y | +85.8% | +89.8% | -4.0% | +46.8% |
| 5Y | +124.8% | +187.2% | -62.4% | +49.5% |
| All | +1,254.4% | +510.4% | +744.0% | +672.2% |
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