+243.7%
ABBV vs ALHC
-60.6%
+304.4%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.5% | +2.3% | -0.1% |
| 7D | +2.2% | -0.8% | +2.9% | +2.2% |
| 30D | +8.0% | -9.6% | +17.6% | +8.1% |
| 3M | +19.1% | -44.5% | +63.6% | +20.0% |
| 6M | +43.5% | -59.2% | +102.7% | +45.0% |
| YTD | +32.7% | -62.0% | +94.7% | +34.1% |
| 1Y | +30.0% | -54.8% | +84.8% | +31.1% |
| 3Y | +134.7% | +25.0% | +109.7% | +131.4% |
| 5Y | +200.7% | -65.3% | +266.0% | +196.7% |
| All | +243.7% | -60.6% | +304.4% | +233.7% |
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