+234.4%
ABBV vs COMP
-49.2%
+283.6%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.7% | -5.0% | +0.6% |
| 7D | +1.5% | +14.5% | -13.0% | +1.3% |
| 30D | +6.7% | +14.9% | -8.2% | +6.5% |
| 3M | +19.9% | -14.2% | +34.2% | +20.1% |
| 6M | +47.5% | +23.7% | +23.7% | +46.9% |
| YTD | +32.2% | +2.1% | +30.1% | +31.8% |
| 1Y | +37.8% | +26.2% | +11.6% | +36.9% |
| 3Y | +134.8% | +470.9% | -336.1% | +128.6% |
| 5Y | +203.0% | -14.0% | +217.0% | +188.4% |
| All | +234.4% | -49.2% | +283.6% | +226.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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