+1,156.2%
ABBV vs ACN
+254.4%
+901.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.3% | +1.9% | -0.4% |
| 7D | +0.4% | -1.5% | +1.9% | +0.8% |
| 30D | +4.2% | +9.4% | -5.2% | +1.3% |
| 3M | +14.8% | +5.6% | +9.2% | +11.7% |
| 6M | +10.3% | -9.3% | +19.5% | +11.7% |
| YTD | +14.9% | -29.0% | +43.9% | +25.2% |
| 1Y | +24.1% | -24.7% | +48.8% | +32.0% |
| 3Y | +91.9% | -39.8% | +131.8% | +115.1% |
| 5Y | +176.0% | -40.9% | +217.0% | +202.0% |
| 10Y | +502.9% | +91.1% | +411.8% | +268.5% |
| All | +1,156.2% | +254.4% | +901.8% | +505.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling