+134.8%
ABBV vs ALL
+108.4%
+26.4%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.8% |
| 7D | +1.5% | -3.9% | +5.4% | +2.5% |
| 30D | +6.7% | +10.6% | -3.9% | +3.9% |
| 3M | +19.9% | -4.6% | +24.5% | +21.2% |
| 6M | +47.5% | +20.2% | +27.3% | +40.0% |
| YTD | +32.2% | +23.7% | +8.5% | +24.3% |
| 1Y | +37.8% | +27.9% | +9.9% | +28.3% |
| 3Y | +134.8% | +109.2% | +25.6% | +88.5% |
| All | +134.8% | +108.4% | +26.4% | +88.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling