+1,335.6%
ABBV vs ASX
+1,302.6%
+33.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ASX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +6.4% | -5.4% | +0.4% |
| 7D | -1.2% | -19.9% | +18.7% | +0.8% |
| 30D | +8.0% | -30.9% | +38.9% | +11.5% |
| 3M | +20.2% | -15.1% | +35.3% | +21.0% |
| 6M | +44.0% | -6.5% | +50.4% | +41.2% |
| YTD | +31.3% | +98.4% | -67.1% | +15.9% |
| 1Y | +37.0% | +107.9% | -70.9% | +20.0% |
| 3Y | +128.0% | +325.3% | -197.3% | +74.7% |
| 5Y | +196.9% | +447.3% | -250.4% | +112.1% |
| 10Y | +681.2% | +763.2% | -82.0% | +371.4% |
| All | +1,335.6% | +1,302.6% | +33.1% | +677.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ASX.
Daily Out/Under-Performance
Portfolio return minus ASX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ASX 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 ASX 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