+170.8%
ABBV vs ALL
+117.0%
+53.8%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.4% | -0.6% | -2.4% |
| 7D | -4.3% | -1.7% | -2.6% | -3.9% |
| 30D | +1.1% | -4.7% | +5.8% | +2.2% |
| 3M | +12.3% | +18.4% | -6.0% | +7.8% |
| 6M | +9.8% | +20.5% | -10.7% | +4.8% |
| YTD | +11.5% | +23.5% | -12.1% | +5.6% |
| 1Y | +22.3% | +29.0% | -6.7% | +14.5% |
| 3Y | +85.2% | +153.7% | -68.5% | +48.9% |
| 5Y | +170.8% | +114.8% | +56.0% | +125.9% |
| All | +170.8% | +117.0% | +53.8% | +125.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling