+181.0%
ABBV vs ALHC
-27.5%
+208.5%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.2% | +4.1% | +0.9% |
| 7D | -4.1% | -4.1% | 0.0% | -4.1% |
| 30D | +1.2% | -5.4% | +6.6% | +1.3% |
| 3M | +12.1% | -32.1% | +44.2% | +12.7% |
| 6M | +12.0% | -28.5% | +40.5% | +12.4% |
| YTD | +12.4% | -34.0% | +46.4% | +12.8% |
| 1Y | +22.9% | -20.9% | +43.9% | +23.0% |
| 3Y | +86.8% | +151.5% | -64.8% | +81.5% |
| 5Y | +181.0% | -28.8% | +209.9% | +173.7% |
| All | +181.0% | -27.5% | +208.5% | +173.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling