+1,351.1%
ABBV vs ABT
+335.9%
+1,015.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.9% | +1.7% | +0.7% |
| 7D | +2.2% | -5.6% | +7.7% | +4.9% |
| 30D | +8.0% | +5.2% | +2.8% | +5.2% |
| 3M | +19.1% | -2.7% | +21.8% | +20.3% |
| 6M | +43.5% | +28.8% | +14.7% | +26.3% |
| YTD | +32.7% | -12.3% | +45.0% | +39.2% |
| 1Y | +30.0% | -14.7% | +44.7% | +38.1% |
| 3Y | +134.7% | +21.6% | +113.2% | +105.8% |
| 5Y | +200.7% | -7.8% | +208.4% | +197.3% |
| 10Y | +601.3% | +222.5% | +378.8% | +217.4% |
| All | +1,351.1% | +335.9% | +1,015.2% | +525.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling