+199.8%
ABBV vs COMP
-17.6%
+217.4%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +10.7% | -9.7% | +0.9% |
| 7D | -1.2% | +13.4% | -14.7% | -1.4% |
| 30D | +8.0% | +11.1% | -3.1% | +7.8% |
| 3M | +20.2% | -18.8% | +39.0% | +20.5% |
| 6M | +44.0% | +10.5% | +33.5% | +43.6% |
| YTD | +31.3% | -3.4% | +34.7% | +31.0% |
| 1Y | +37.0% | +19.7% | +17.3% | +36.1% |
| 3Y | +128.0% | +381.6% | -253.7% | +121.5% |
| All | +199.8% | -17.6% | +217.4% | +187.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling