+170.8%
ABBV vs A
-14.2%
+185.1%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.7% | -0.3% | -2.5% |
| 7D | -4.3% | -2.1% | -2.3% | -3.9% |
| 30D | +1.1% | +0.6% | +0.5% | +1.0% |
| 3M | +12.3% | +10.9% | +1.4% | +9.9% |
| 6M | +9.8% | +28.2% | -18.4% | +3.9% |
| YTD | +11.5% | +8.6% | +2.9% | +9.0% |
| 1Y | +22.3% | +15.5% | +6.7% | +17.9% |
| 3Y | +85.2% | +31.8% | +53.4% | +72.0% |
| 5Y | +170.8% | -14.9% | +185.7% | +156.8% |
| All | +170.8% | -14.2% | +185.1% | +156.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling