+504.9%
ABBV vs ACN
+97.5%
+407.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.4% | -2.5% | -0.1% |
| 7D | +0.3% | -1.5% | +1.8% | +0.7% |
| 30D | +3.4% | +2.1% | +1.3% | +2.6% |
| 3M | +15.2% | +11.1% | +4.1% | +10.7% |
| 6M | +14.7% | -6.8% | +21.5% | +15.2% |
| YTD | +15.2% | -30.0% | +45.2% | +25.6% |
| 1Y | +20.4% | -23.1% | +43.5% | +26.8% |
| 3Y | +91.3% | -40.4% | +131.7% | +113.6% |
| 5Y | +189.6% | -41.6% | +231.1% | +216.2% |
| All | +504.9% | +97.5% | +407.4% | +291.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ACN.
Daily Out/Under-Performance
Portfolio return minus ACN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACN 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 ACN 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