+1,351.1%
ABBV vs A
+544.0%
+807.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +2.0% | +0.6% |
| 7D | +2.2% | +0.7% | +1.4% | +1.9% |
| 30D | +8.0% | +0.8% | +7.2% | +7.5% |
| 3M | +19.1% | +16.9% | +2.2% | +12.3% |
| 6M | +43.5% | +53.8% | -10.2% | +21.7% |
| YTD | +32.7% | +28.1% | +4.6% | +19.5% |
| 1Y | +30.0% | +15.0% | +15.0% | +21.8% |
| 3Y | +134.7% | +63.1% | +71.7% | +86.7% |
| 5Y | +200.7% | +11.5% | +189.2% | +169.7% |
| 10Y | +601.3% | +303.2% | +298.1% | +220.8% |
| All | +1,351.1% | +544.0% | +807.2% | +464.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling