+590.1%
ABBV vs ALL
+372.0%
+218.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.9% | -2.7% | -0.7% |
| 7D | +2.8% | -0.1% | +2.9% | +2.7% |
| 30D | +7.0% | +13.8% | -6.9% | +2.4% |
| 3M | +19.2% | -2.8% | +22.0% | +20.0% |
| 6M | +47.8% | +23.7% | +24.1% | +36.9% |
| YTD | +32.5% | +27.3% | +5.2% | +21.1% |
| 1Y | +38.4% | +30.5% | +7.8% | +25.4% |
| 3Y | +134.3% | +113.0% | +21.3% | +76.5% |
| 5Y | +200.6% | +157.6% | +43.1% | +104.2% |
| 10Y | +590.1% | +368.4% | +221.8% | +333.5% |
| All | +590.1% | +372.0% | +218.2% | +333.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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