+38.4%
ABBV vs COMP
+16.2%
+22.2%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -7.4% | +7.6% | +0.2% |
| 7D | +2.8% | +7.2% | -4.4% | +2.8% |
| 30D | +7.0% | +6.4% | +0.6% | +7.0% |
| 3M | +19.2% | -19.4% | +38.7% | +19.0% |
| 6M | +47.8% | +14.6% | +33.2% | +48.4% |
| YTD | +32.5% | -5.5% | +38.0% | +30.5% |
| 1Y | +38.4% | +13.7% | +24.7% | +31.8% |
| All | +38.4% | +16.2% | +22.2% | +31.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling