+47.3%
ABBV vs ADVB
-97.4%
+144.6%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.9% | -2.7% | +0.2% |
| 7D | +2.8% | -4.1% | +6.8% | +2.8% |
| 30D | +7.0% | -60.3% | +67.2% | +7.8% |
| 3M | +19.2% | -73.3% | +92.6% | +20.6% |
| 6M | +47.8% | -65.9% | +113.7% | +48.0% |
| YTD | +32.5% | -63.9% | +96.3% | +31.5% |
| 1Y | +38.4% | -74.1% | +112.5% | +39.2% |
| All | +47.3% | -97.4% | +144.6% | +71.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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