+499.9%
ABBV vs ABT
+205.4%
+294.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.8% | +3.4% | +2.4% |
| 7D | -2.0% | -5.0% | +3.0% | +0.3% |
| 30D | +2.0% | -5.8% | +7.8% | +4.7% |
| 3M | +14.2% | +16.7% | -2.6% | +6.2% |
| 6M | +14.1% | -5.2% | +19.3% | +16.1% |
| YTD | +14.2% | -16.0% | +30.2% | +22.3% |
| 1Y | +24.2% | -18.3% | +42.5% | +34.6% |
| 3Y | +89.8% | +9.2% | +80.6% | +76.3% |
| 5Y | +187.2% | -11.6% | +198.7% | +190.5% |
| All | +499.9% | +205.4% | +294.5% | +171.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ABT.
Daily Out/Under-Performance
Portfolio return minus ABT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABT 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 ABT 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