+134.7%
ABBV vs ABCL
+189.1%
-54.4%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.8% | +2.6% | -0.1% |
| 7D | +2.2% | +4.4% | -2.2% | +2.1% |
| 30D | +8.0% | -7.9% | +15.8% | +8.1% |
| 3M | +19.1% | +12.2% | +6.9% | +18.7% |
| 6M | +43.5% | +134.7% | -91.2% | +41.5% |
| YTD | +32.7% | +239.8% | -207.0% | +30.0% |
| 1Y | +30.0% | +192.7% | -162.7% | +27.4% |
| All | +134.7% | +189.1% | -54.4% | +135.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling