+485.4%
ABBV vs B
+186.6%
+298.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.5% | -1.5% | -2.9% |
| 7D | -4.3% | +2.3% | -6.6% | -4.4% |
| 30D | +1.1% | +1.4% | -0.2% | +1.0% |
| 3M | +12.3% | +12.2% | +0.1% | +11.7% |
| 6M | +9.8% | -2.1% | +11.9% | +9.7% |
| YTD | +11.5% | +2.9% | +8.5% | +11.0% |
| 1Y | +22.3% | +55.3% | -33.0% | +19.4% |
| 3Y | +85.2% | +198.7% | -113.5% | +75.6% |
| 5Y | +170.8% | +153.8% | +17.1% | +157.1% |
| 10Y | +485.4% | +193.4% | +292.0% | +461.7% |
| All | +485.4% | +186.6% | +298.9% | +461.7% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 B 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