+1,353.7%
ABBV vs ALL
+758.8%
+594.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.2% |
| 7D | +0.1% | -2.6% | +2.6% | +0.9% |
| 30D | +5.6% | +12.7% | -7.1% | +1.1% |
| 3M | +18.7% | +0.4% | +18.3% | +18.1% |
| 6M | +47.4% | +23.8% | +23.6% | +35.9% |
| YTD | +33.0% | +27.8% | +5.2% | +20.8% |
| 1Y | +34.9% | +28.9% | +6.0% | +22.1% |
| 3Y | +135.2% | +113.9% | +21.3% | +73.9% |
| 5Y | +202.1% | +157.4% | +44.7% | +100.9% |
| 10Y | +602.6% | +369.0% | +233.6% | +240.2% |
| All | +1,353.7% | +758.8% | +594.9% | +497.7% |
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