+21.9%
ABBV vs ARWR
+210.4%
-188.5%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.4% | -1.6% | -2.9% |
| 7D | -4.3% | +2.9% | -7.2% | -4.4% |
| 30D | +1.1% | -2.9% | +4.0% | +1.3% |
| 3M | +12.3% | +15.2% | -2.9% | +11.3% |
| 6M | +9.8% | +42.3% | -32.5% | +6.9% |
| YTD | +11.5% | +28.2% | -16.7% | +8.9% |
| All | +21.9% | +210.4% | -188.5% | +14.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling