+1,354.0%
ABBV vs ABT
+341.1%
+1,012.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.0% | -0.4% |
| 7D | +1.3% | -1.3% | +2.6% | +1.9% |
| 30D | +4.7% | +6.0% | -1.3% | +1.6% |
| 3M | +18.3% | -1.9% | +20.2% | +19.0% |
| 6M | +43.4% | +31.2% | +12.2% | +25.1% |
| YTD | +33.0% | -11.2% | +44.2% | +38.7% |
| 1Y | +30.8% | -14.0% | +44.8% | +38.4% |
| 3Y | +135.1% | +20.7% | +114.5% | +107.0% |
| 5Y | +201.2% | -6.7% | +207.9% | +196.2% |
| 10Y | +602.7% | +226.3% | +376.4% | +216.3% |
| All | +1,354.0% | +341.1% | +1,012.9% | +523.5% |
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