+1,156.2%
ABBV vs APH
+969.4%
+186.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -47.8% | +47.8% | +10.4% |
| 7D | -0.7% | -48.7% | +48.1% | +10.2% |
| 30D | +4.2% | -51.9% | +56.1% | +17.3% |
| 3M | +14.8% | -43.6% | +58.4% | +22.4% |
| 6M | +10.3% | -37.5% | +47.8% | +13.2% |
| YTD | +14.9% | -38.6% | +53.5% | +17.1% |
| 1Y | +24.1% | -26.3% | +50.5% | +18.0% |
| 3Y | +91.9% | +89.2% | +2.7% | +21.9% |
| 5Y | +176.0% | +119.8% | +56.2% | +59.3% |
| 10Y | +502.9% | +454.3% | +48.7% | +107.6% |
| All | +1,156.2% | +969.4% | +186.8% | +223.7% |
Cumulative growth
Daily Returns
Daily percentage return beside APH.
Daily Out/Under-Performance
Portfolio return minus APH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APH 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 APH 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