+1,149.0%
ABBV vs FANG
+1,288.2%
-139.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.4% | +0.3% | +1.5% |
| 7D | -2.0% | +1.2% | -3.2% | -2.1% |
| 30D | +2.0% | +2.4% | -0.4% | +1.7% |
| 3M | +14.2% | +5.1% | +9.1% | +13.4% |
| 6M | +14.1% | +16.4% | -2.4% | +11.7% |
| YTD | +14.2% | +39.0% | -24.7% | +9.4% |
| 1Y | +24.2% | +50.6% | -26.4% | +17.7% |
| 3Y | +89.8% | +46.9% | +42.9% | +78.3% |
| 5Y | +187.2% | +238.2% | -51.1% | +139.2% |
| 10Y | +506.7% | +181.3% | +325.5% | +369.7% |
| All | +1,149.0% | +1,288.2% | -139.2% | +811.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling