+531.8%
ABBV vs FCUV
-87.2%
+619.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -13.7% | +12.2% | -1.4% |
| 7D | +0.4% | +62.8% | -62.5% | +0.3% |
| 30D | +4.2% | +66.5% | -62.3% | +4.1% |
| 3M | +14.8% | +459.9% | -445.1% | +14.3% |
| 6M | +10.3% | -12.4% | +22.6% | +10.1% |
| YTD | +14.9% | -47.5% | +62.4% | +14.8% |
| 1Y | +24.1% | -80.5% | +104.6% | +24.3% |
| 3Y | +91.9% | -97.6% | +189.6% | +92.1% |
| 5Y | +176.0% | -99.5% | +275.6% | +176.9% |
| 10Y | +502.9% | -95.8% | +598.7% | +455.9% |
| All | +531.8% | -87.2% | +619.1% | +492.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FCUV.
Daily Out/Under-Performance
Portfolio return minus FCUV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCUV 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 FCUV 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