+1,345.5%
ABBV vs ALL
+731.4%
+614.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.8% |
| 7D | +1.5% | -3.9% | +5.4% | +2.9% |
| 30D | +6.7% | +10.6% | -3.9% | +2.9% |
| 3M | +19.9% | -4.6% | +24.5% | +21.5% |
| 6M | +47.5% | +20.2% | +27.3% | +37.4% |
| YTD | +32.2% | +23.7% | +8.5% | +21.4% |
| 1Y | +37.8% | +27.9% | +9.9% | +25.1% |
| 3Y | +134.8% | +109.2% | +25.6% | +74.9% |
| 5Y | +203.0% | +148.0% | +55.0% | +104.2% |
| 10Y | +603.7% | +363.8% | +239.9% | +241.3% |
| All | +1,345.5% | +731.4% | +614.1% | +501.1% |
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