+199.8%
ABBV vs APD
+11.0%
+188.8%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.5% | +2.6% | +1.3% |
| 7D | -1.2% | -3.7% | +2.4% | -0.6% |
| 30D | +8.0% | +9.6% | -1.6% | +6.3% |
| 3M | +20.2% | +1.6% | +18.5% | +19.8% |
| 6M | +44.0% | +2.2% | +41.8% | +43.3% |
| YTD | +31.3% | +25.9% | +5.4% | +25.5% |
| 1Y | +37.0% | +20.1% | +16.8% | +31.9% |
| 3Y | +128.0% | +12.4% | +115.6% | +120.8% |
| All | +199.8% | +11.0% | +188.8% | +197.0% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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