+499.9%
ABBV vs A
+247.2%
+252.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.1% | +2.8% | +2.0% |
| 7D | -2.0% | -4.6% | +2.6% | -0.5% |
| 30D | +2.0% | -4.3% | +6.2% | +3.3% |
| 3M | +14.2% | +8.9% | +5.2% | +10.7% |
| 6M | +14.1% | +24.5% | -10.4% | +5.1% |
| YTD | +14.2% | +5.8% | +8.4% | +10.8% |
| 1Y | +24.2% | +16.2% | +8.0% | +16.5% |
| 3Y | +89.8% | +28.5% | +61.3% | +66.8% |
| 5Y | +187.2% | -16.3% | +203.5% | +191.7% |
| All | +499.9% | +247.2% | +252.7% | +206.1% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded A 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling