+1,156.2%
ABBV vs A
+460.7%
+695.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -2.0% | -1.6% |
| 7D | +0.4% | -1.9% | +2.3% | +1.0% |
| 30D | +4.2% | +6.9% | -2.7% | +1.6% |
| 3M | +14.8% | +9.2% | +5.6% | +10.9% |
| 6M | +10.3% | +25.7% | -15.4% | +0.4% |
| YTD | +14.9% | +11.5% | +3.4% | +8.9% |
| 1Y | +24.1% | +18.4% | +5.8% | +14.8% |
| 3Y | +91.9% | +26.6% | +65.3% | +67.7% |
| 5Y | +176.0% | -12.8% | +188.9% | +174.2% |
| 10Y | +502.9% | +247.2% | +255.8% | +191.5% |
| All | +1,156.2% | +460.7% | +695.5% | +414.9% |
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