+1,353.7%
ABBV vs ALB
+84.1%
+1,269.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | +0.3% |
| 7D | +0.1% | +1.1% | -1.0% | -0.1% |
| 30D | +5.6% | -2.6% | +8.2% | +5.8% |
| 3M | +18.7% | -25.6% | +44.2% | +21.7% |
| 6M | +47.4% | -54.0% | +101.4% | +57.9% |
| YTD | +33.0% | -31.6% | +64.5% | +35.7% |
| 1Y | +34.9% | -6.6% | +41.5% | +33.2% |
| 3Y | +135.2% | -14.0% | +149.2% | +124.3% |
| 5Y | +202.1% | -62.5% | +264.6% | +210.4% |
| 10Y | +602.6% | +36.3% | +566.3% | +397.3% |
| All | +1,353.7% | +84.1% | +1,269.6% | +807.1% |
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