+128.0%
ABBV vs B
+165.5%
-37.5%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.5% | +1.0% |
| 7D | -1.2% | +9.6% | -10.8% | -1.6% |
| 30D | +8.0% | +3.5% | +4.5% | +7.8% |
| 3M | +20.2% | -1.6% | +21.8% | +20.1% |
| 6M | +44.0% | -1.7% | +45.6% | +43.6% |
| YTD | +31.3% | -5.3% | +36.6% | +30.8% |
| 1Y | +37.0% | +27.2% | +9.8% | +33.4% |
| 3Y | +128.0% | +166.1% | -38.2% | +109.2% |
| All | +128.0% | +165.5% | -37.5% | +109.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling