+1,335.6%
ABBV vs ALB
+90.4%
+1,245.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.2% | +1.0% |
| 7D | -1.2% | +9.1% | -10.3% | -2.0% |
| 30D | +8.0% | -3.4% | +11.4% | +8.3% |
| 3M | +20.2% | -20.6% | +40.8% | +22.5% |
| 6M | +44.0% | -48.2% | +92.1% | +52.4% |
| YTD | +31.3% | -29.2% | +60.5% | +33.6% |
| 1Y | +37.0% | +10.0% | +27.0% | +32.9% |
| 3Y | +128.0% | -12.9% | +140.9% | +117.3% |
| 5Y | +196.9% | -61.3% | +258.2% | +204.1% |
| 10Y | +681.2% | +35.8% | +645.4% | +456.9% |
| All | +1,335.6% | +90.4% | +1,245.2% | +793.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling