+604.1%
ABBV vs ARWR
+1,024.2%
-420.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | +0.1% |
| 7D | +1.3% | -17.8% | +19.1% | +2.6% |
| 30D | +4.7% | -18.1% | +22.9% | +6.1% |
| 3M | +18.3% | -44.2% | +62.5% | +22.9% |
| 6M | +43.4% | -38.6% | +82.0% | +47.5% |
| YTD | +33.0% | -28.0% | +61.0% | +34.8% |
| 1Y | +30.8% | +16.1% | +14.7% | +27.6% |
| 3Y | +135.1% | +84.0% | +51.1% | +114.5% |
| 5Y | +201.2% | -35.4% | +236.6% | +188.6% |
| All | +604.1% | +1,024.2% | -420.1% | +440.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 10y: compounded portfolio wealth divided by compounded ARWR 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…
10y analysis · Full analysis span regression · 6 months rolling