+38.4%
ABBV vs ABCL
+198.8%
-160.4%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.2% |
| 7D | +2.8% | +2.3% | +0.5% | +2.7% |
| 30D | +7.0% | -0.7% | +7.6% | +6.9% |
| 3M | +19.2% | +33.4% | -14.2% | +17.7% |
| 6M | +47.8% | +137.8% | -90.0% | +42.8% |
| YTD | +32.5% | +264.3% | -231.9% | +23.7% |
| 1Y | +38.4% | +209.2% | -170.8% | +31.0% |
| All | +38.4% | +198.8% | -160.4% | +31.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling