+1,335.6%
ABBV vs ARWR
+2,592.6%
-1,256.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.2% | -0.2% | +1.0% |
| 7D | -1.2% | -2.9% | +1.7% | -1.0% |
| 30D | +8.0% | -5.4% | +13.4% | +8.4% |
| 3M | +20.2% | -32.2% | +52.4% | +23.2% |
| 6M | +44.0% | -26.5% | +70.5% | +46.2% |
| YTD | +31.3% | -12.4% | +43.7% | +31.5% |
| 1Y | +37.0% | +46.9% | -9.9% | +31.9% |
| 3Y | +128.0% | +116.0% | +12.0% | +107.2% |
| 5Y | +196.9% | -28.0% | +224.9% | +183.5% |
| 10Y | +681.2% | +923.9% | -242.7% | +481.6% |
| All | +1,335.6% | +2,592.6% | -1,256.9% | +875.8% |
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