+47.5%
ABBV vs ADVB
-95.9%
+143.4%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +42.7% | -42.9% | -0.5% |
| 7D | +2.2% | +74.2% | -72.1% | +1.6% |
| 30D | +8.0% | -35.9% | +43.8% | +8.3% |
| 3M | +19.1% | -56.4% | +75.5% | +19.9% |
| 6M | +43.5% | -36.7% | +80.3% | +42.6% |
| YTD | +32.7% | -43.3% | +76.0% | +31.1% |
| 1Y | +30.0% | -63.4% | +93.4% | +30.8% |
| All | +47.5% | -95.9% | +143.4% | +71.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling