+603.7%
ABBV vs B
+183.2%
+420.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.2% | -3.5% | +0.5% |
| 7D | +1.5% | +11.3% | -9.8% | +1.1% |
| 30D | +6.7% | +2.9% | +3.8% | +6.6% |
| 3M | +19.9% | -2.9% | +22.8% | +20.0% |
| 6M | +47.5% | -1.2% | +48.7% | +47.2% |
| YTD | +32.2% | -1.3% | +33.5% | +31.7% |
| 1Y | +37.8% | +30.4% | +7.4% | +35.6% |
| 3Y | +134.8% | +195.3% | -60.5% | +122.3% |
| 5Y | +203.0% | +146.2% | +56.8% | +187.3% |
| 10Y | +603.7% | +200.5% | +403.2% | +570.1% |
| All | +603.7% | +183.2% | +420.5% | +570.1% |
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