+1,156.2%
ABBV vs ABT
+337.6%
+818.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.2% |
| 7D | +0.4% | -3.7% | +4.1% | +2.1% |
| 30D | +4.2% | +2.5% | +1.7% | +2.9% |
| 3M | +14.8% | +20.2% | -5.4% | +4.8% |
| 6M | +10.3% | -2.9% | +13.2% | +11.0% |
| YTD | +14.9% | -11.9% | +26.8% | +20.6% |
| 1Y | +24.1% | -16.5% | +40.7% | +33.7% |
| 3Y | +91.9% | +12.1% | +79.8% | +75.5% |
| 5Y | +176.0% | -7.4% | +183.4% | +172.7% |
| 10Y | +502.9% | +210.7% | +292.3% | +179.5% |
| All | +1,156.2% | +337.6% | +818.5% | +442.4% |
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