+1,156.2%
ABBV vs ARWR
+3,897.2%
-2,741.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.3% | -1.4% |
| 7D | +0.4% | +1.7% | -1.3% | +0.3% |
| 30D | +4.2% | -0.7% | +4.8% | +4.2% |
| 3M | +14.8% | +14.9% | -0.1% | +13.4% |
| 6M | +10.3% | +32.6% | -22.4% | +7.7% |
| YTD | +14.9% | +30.0% | -15.2% | +12.2% |
| 1Y | +24.1% | +208.4% | -184.2% | +13.7% |
| 3Y | +91.9% | +208.8% | -116.9% | +70.4% |
| 5Y | +176.0% | +27.8% | +148.2% | +153.6% |
| 10Y | +502.9% | +1,107.6% | -604.6% | +344.5% |
| All | +1,156.2% | +3,897.2% | -2,741.0% | +732.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling