+504.9%
ABBV vs FANG
+182.5%
+322.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.9% |
| 7D | +0.3% | +2.9% | -2.6% | -0.1% |
| 30D | +3.4% | +2.6% | +0.7% | +3.1% |
| 3M | +15.2% | +7.6% | +7.6% | +14.1% |
| 6M | +14.7% | +17.3% | -2.6% | +12.3% |
| YTD | +15.2% | +38.7% | -23.5% | +10.5% |
| 1Y | +20.4% | +51.6% | -31.3% | +14.1% |
| 3Y | +91.3% | +50.0% | +41.4% | +79.6% |
| 5Y | +189.6% | +237.6% | -48.0% | +142.0% |
| All | +504.9% | +182.5% | +322.4% | +378.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 FANG 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