+30.0%
ABBV vs BEN
+64.2%
-34.2%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | -0.1% |
| 7D | +2.2% | +11.3% | -9.2% | +1.6% |
| 30D | +8.0% | +15.0% | -7.0% | +7.4% |
| 3M | +19.1% | +7.8% | +11.2% | +18.6% |
| 6M | +43.5% | +15.5% | +28.0% | +41.9% |
| YTD | +32.7% | +55.4% | -22.7% | +26.1% |
| 1Y | +30.0% | +63.3% | -33.2% | +22.1% |
| All | +30.0% | +64.2% | -34.2% | +22.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 1y: compounded portfolio wealth divided by compounded BEN 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…
1y analysis · Full analysis span regression · 6 months rolling