+1,156.2%
ABBV vs ALB
+141.5%
+1,014.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.4% | +3.0% | -1.0% |
| 7D | +0.4% | -8.1% | +8.4% | +1.2% |
| 30D | +4.2% | +6.3% | -2.1% | +3.5% |
| 3M | +14.8% | -23.6% | +38.4% | +17.4% |
| 6M | +10.3% | -24.6% | +34.9% | +12.4% |
| YTD | +14.9% | -10.3% | +25.2% | +14.6% |
| 1Y | +24.1% | +61.5% | -37.3% | +15.6% |
| 3Y | +91.9% | -34.0% | +125.9% | +91.3% |
| 5Y | +176.0% | -44.6% | +220.6% | +170.4% |
| 10Y | +502.9% | +76.1% | +426.8% | +317.7% |
| All | +1,156.2% | +141.5% | +1,014.7% | +665.8% |
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