+40.7%
ABBV vs ALB
+4.7%
+35.9%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +5.3% | -2.2% | +3.1% |
| 7D | +3.1% | -2.1% | +5.1% | +3.1% |
| 30D | +11.6% | -9.0% | +20.6% | +11.6% |
| 3M | +21.7% | -21.1% | +42.8% | +21.6% |
| 6M | +43.5% | -49.9% | +93.4% | +45.8% |
| YTD | +32.9% | -32.3% | +65.2% | +30.1% |
| 1Y | +40.7% | +8.6% | +32.0% | +30.8% |
| All | +40.7% | +4.7% | +35.9% | +30.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 1y: compounded portfolio wealth divided by compounded ALB 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…
1y analysis · Full analysis span regression · 6 months rolling