+497.0%
ABBV vs ARWR
+978.7%
-481.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.9% | +3.8% | +1.1% |
| 7D | -4.1% | -3.2% | -0.9% | -3.9% |
| 30D | +1.2% | -6.5% | +7.6% | +1.6% |
| 3M | +12.1% | +12.7% | -0.6% | +10.9% |
| 6M | +12.0% | +36.2% | -24.2% | +9.2% |
| YTD | +12.4% | +24.5% | -12.1% | +10.1% |
| 1Y | +22.9% | +198.0% | -175.0% | +12.9% |
| 3Y | +86.8% | +176.4% | -89.6% | +66.9% |
| 5Y | +181.0% | +26.6% | +154.5% | +158.0% |
| 10Y | +497.0% | +1,054.1% | -557.1% | +356.4% |
| All | +497.0% | +978.7% | -481.7% | +356.4% |
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