+46.0%
ABBV vs ADVB
-97.5%
+143.5%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.2% | -3.1% | +1.0% |
| 7D | -1.2% | -13.9% | +12.7% | -1.1% |
| 30D | +8.0% | -68.1% | +76.1% | +9.1% |
| 3M | +20.2% | -73.4% | +93.6% | +21.5% |
| 6M | +44.0% | -70.8% | +114.8% | +44.6% |
| YTD | +31.3% | -66.1% | +97.4% | +30.4% |
| 1Y | +37.0% | -77.5% | +114.5% | +38.3% |
| All | +46.0% | -97.5% | +143.5% | +70.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling