+235.0%
ABBV vs COMP
-53.0%
+288.0%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -7.4% | +7.6% | +0.3% |
| 7D | +2.8% | +7.2% | -4.4% | +2.7% |
| 30D | +7.0% | +6.4% | +0.6% | +6.8% |
| 3M | +19.2% | -19.4% | +38.7% | +19.5% |
| 6M | +47.8% | +14.6% | +33.2% | +47.3% |
| YTD | +32.5% | -5.5% | +38.0% | +32.2% |
| 1Y | +38.4% | +13.7% | +24.7% | +37.7% |
| 3Y | +134.3% | +409.7% | -275.4% | +128.5% |
| 5Y | +200.6% | -17.0% | +217.7% | +186.7% |
| All | +235.0% | -53.0% | +288.0% | +227.0% |
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