+1,156.2%
ABBV vs ALL
+750.3%
+405.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.1% | -1.0% |
| 7D | +0.4% | 0.0% | +0.4% | +0.4% |
| 30D | +4.2% | -1.5% | +5.7% | +4.5% |
| 3M | +14.8% | +23.6% | -8.8% | +6.3% |
| 6M | +10.3% | +22.3% | -12.1% | +2.3% |
| YTD | +14.9% | +26.5% | -11.6% | +5.0% |
| 1Y | +24.1% | +27.0% | -2.9% | +13.0% |
| 3Y | +91.9% | +149.6% | -57.6% | +34.1% |
| 5Y | +176.0% | +118.1% | +58.0% | +97.2% |
| 10Y | +502.9% | +369.0% | +134.0% | +192.3% |
| All | +1,156.2% | +750.3% | +405.9% | +419.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling