+602.8%
ABBV vs ALB
+34.2%
+568.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | -0.1% |
| 7D | +2.2% | -3.6% | +5.7% | +2.4% |
| 30D | +8.0% | -2.9% | +10.8% | +8.1% |
| 3M | +19.1% | -25.8% | +44.9% | +21.3% |
| 6M | +43.5% | -53.6% | +97.1% | +51.0% |
| YTD | +32.7% | -32.4% | +65.1% | +34.9% |
| 1Y | +30.0% | -13.0% | +43.1% | +29.4% |
| 3Y | +134.7% | -15.0% | +149.7% | +126.3% |
| 5Y | +200.6% | -63.5% | +264.2% | +207.7% |
| All | +602.8% | +34.2% | +568.5% | +446.2% |
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