+491.9%
ABBV vs ALB
+85.3%
+406.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.6% | -5.6% | -3.2% |
| 7D | -4.3% | -4.4% | +0.1% | -4.0% |
| 30D | +1.1% | -1.2% | +2.3% | +1.1% |
| 3M | +12.3% | -13.3% | +25.6% | +13.2% |
| 6M | +9.8% | -19.8% | +29.5% | +10.9% |
| YTD | +11.5% | -7.9% | +19.4% | +11.0% |
| 1Y | +22.3% | +60.2% | -37.9% | +16.0% |
| 3Y | +85.2% | -26.4% | +111.6% | +82.6% |
| 5Y | +170.8% | -42.5% | +213.4% | +165.4% |
| All | +491.9% | +85.3% | +406.6% | +347.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling