+170.8%
ABBV vs ALB
-43.6%
+214.4%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.6% | -5.6% | -3.1% |
| 7D | -4.3% | -4.4% | +0.1% | -4.2% |
| 30D | +1.1% | -1.2% | +2.3% | +1.1% |
| 3M | +12.3% | -13.3% | +25.6% | +12.7% |
| 6M | +9.8% | -19.8% | +29.5% | +10.3% |
| YTD | +11.5% | -7.9% | +19.4% | +11.3% |
| 1Y | +22.3% | +60.2% | -37.9% | +19.9% |
| 3Y | +85.2% | -26.4% | +111.6% | +80.5% |
| 5Y | +170.8% | -42.5% | +213.4% | +163.1% |
| All | +170.8% | -43.6% | +214.4% | +163.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling