+242.4%
ABBV vs ALHC
-61.8%
+304.2%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.6% | +0.7% |
| 7D | +1.5% | +3.9% | -2.3% | +1.5% |
| 30D | +6.7% | -3.6% | +10.4% | +6.8% |
| 3M | +19.9% | -49.4% | +69.3% | +21.0% |
| 6M | +47.5% | -59.5% | +106.9% | +49.0% |
| YTD | +32.2% | -63.2% | +95.4% | +33.7% |
| 1Y | +37.8% | -55.5% | +93.3% | +39.0% |
| 3Y | +134.8% | +23.0% | +111.8% | +131.5% |
| 5Y | +203.0% | -65.7% | +268.7% | +199.1% |
| All | +242.4% | -61.8% | +304.2% | +232.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 ALHC 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