+202.1%
ABBV vs ABT
-5.7%
+207.7%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.4% | +0.7% |
| 7D | +0.1% | -5.4% | +5.4% | +1.9% |
| 30D | +5.6% | +8.0% | -2.4% | +2.8% |
| 3M | +18.7% | +0.2% | +18.5% | +18.4% |
| 6M | +47.4% | +34.1% | +13.3% | +33.3% |
| YTD | +33.0% | -10.6% | +43.6% | +36.9% |
| 1Y | +34.9% | -11.8% | +46.7% | +39.6% |
| 3Y | +135.2% | +23.9% | +111.3% | +115.3% |
| 5Y | +202.1% | -5.1% | +207.2% | +196.3% |
| All | +202.1% | -5.7% | +207.7% | +196.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling