+242.9%
ABBV vs ABCL
-80.5%
+323.4%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +6.7% | -5.7% | +0.9% |
| 7D | -1.2% | -3.2% | +2.0% | -1.2% |
| 30D | +8.0% | -7.4% | +15.4% | +8.1% |
| 3M | +20.2% | +81.9% | -61.7% | +18.5% |
| 6M | +44.0% | +135.7% | -91.7% | +41.1% |
| YTD | +31.3% | +247.4% | -216.1% | +27.5% |
| 1Y | +37.0% | +162.3% | -125.3% | +33.6% |
| 3Y | +128.0% | +165.5% | -37.5% | +121.1% |
| 5Y | +196.9% | -21.3% | +218.2% | +191.6% |
| All | +242.9% | -80.5% | +323.4% | +253.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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