+181.0%
ABBV vs ACN
-44.1%
+225.1%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.8% | +2.7% | +1.1% |
| 7D | -4.1% | -6.3% | +2.2% | -3.3% |
| 30D | +1.2% | -1.4% | +2.6% | +1.3% |
| 3M | +12.1% | +2.6% | +9.5% | +11.2% |
| 6M | +12.0% | -14.3% | +26.3% | +13.5% |
| YTD | +12.4% | -33.1% | +45.5% | +17.9% |
| 1Y | +22.9% | -28.8% | +51.7% | +27.4% |
| 3Y | +86.8% | -43.0% | +129.7% | +97.9% |
| 5Y | +181.0% | -44.0% | +225.0% | +193.5% |
| All | +181.0% | -44.1% | +225.1% | +193.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling