+1,335.7%
ABBV vs APH
+1,954.0%
-618.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.1% | -3.1% | 0.0% |
| 7D | -1.2% | -5.9% | +4.7% | 0.0% |
| 30D | +8.0% | -14.8% | +22.8% | +11.9% |
| 3M | +20.2% | -12.4% | +32.6% | +23.1% |
| 6M | +44.0% | +8.1% | +35.9% | +37.1% |
| YTD | +31.3% | +10.9% | +20.4% | +22.0% |
| 1Y | +37.0% | +8.8% | +28.2% | +27.5% |
| 3Y | +128.0% | +262.1% | -134.1% | +29.1% |
| 5Y | +196.9% | +283.1% | -86.2% | +59.6% |
| 10Y | +681.2% | +908.1% | -226.9% | +145.3% |
| All | +1,335.7% | +1,954.0% | -618.4% | +228.2% |
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