+604.1%
ABBV vs ALL
+377.9%
+226.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.1% |
| 7D | +1.3% | +5.0% | -3.8% | -0.4% |
| 30D | +4.7% | +13.3% | -8.6% | +0.4% |
| 3M | +18.3% | +3.2% | +15.2% | +16.8% |
| 6M | +43.4% | +25.3% | +18.0% | +32.3% |
| YTD | +33.0% | +30.5% | +2.5% | +20.6% |
| 1Y | +30.8% | +29.2% | +1.6% | +19.0% |
| 3Y | +135.1% | +119.1% | +16.0% | +75.4% |
| 5Y | +201.2% | +162.6% | +38.6% | +103.4% |
| All | +604.1% | +377.9% | +226.2% | +333.8% |
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