+490.3%
ABBV vs A
+251.1%
+239.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.4% | +2.3% | +1.3% |
| 7D | -4.1% | -4.4% | +0.3% | -2.8% |
| 30D | +1.2% | -2.7% | +3.9% | +2.0% |
| 3M | +12.1% | +7.0% | +5.1% | +9.4% |
| 6M | +12.0% | +24.6% | -12.6% | +3.2% |
| YTD | +12.4% | +7.0% | +5.4% | +8.6% |
| 1Y | +22.9% | +15.6% | +7.4% | +15.5% |
| 3Y | +86.8% | +29.9% | +56.8% | +63.6% |
| 5Y | +181.0% | -15.4% | +196.4% | +184.5% |
| All | +490.3% | +251.1% | +239.1% | +200.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling