+200.0%
ABBV vs ABCL
-81.3%
+281.3%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -1.4% |
| 7D | +0.4% | +0.7% | -0.3% | +0.4% |
| 30D | +4.2% | +93.1% | -88.9% | +2.7% |
| 3M | +14.8% | +79.4% | -64.6% | +13.3% |
| 6M | +10.3% | +214.9% | -204.6% | +7.5% |
| YTD | +14.9% | +234.2% | -219.3% | +11.8% |
| 1Y | +24.1% | +174.8% | -150.6% | +21.1% |
| 3Y | +91.9% | +104.5% | -12.5% | +87.2% |
| 5Y | +176.0% | -39.0% | +215.1% | +172.7% |
| All | +200.0% | -81.3% | +281.3% | +209.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling