+228.6%
ABBV vs COMP
-56.6%
+285.2%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -8.2% | +5.9% | -2.1% |
| 7D | -0.9% | -1.8% | +0.9% | -0.9% |
| 30D | +8.7% | -0.8% | +9.5% | +8.7% |
| 3M | +17.8% | -28.1% | +45.9% | +18.2% |
| 6M | +41.7% | +27.0% | +14.7% | +41.0% |
| YTD | +29.9% | -12.8% | +42.7% | +29.8% |
| 1Y | +37.0% | +4.9% | +32.1% | +36.4% |
| 3Y | +125.2% | +321.0% | -195.8% | +120.1% |
| 5Y | +193.8% | -25.6% | +219.4% | +180.3% |
| All | +228.6% | -56.6% | +285.2% | +221.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling