+491.9%
ABBV vs FDS
+78.9%
+413.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.3% | +1.3% | -1.9% |
| 7D | -4.3% | -5.4% | +1.1% | -3.0% |
| 30D | +1.1% | +1.6% | -0.5% | +0.6% |
| 3M | +12.3% | +17.7% | -5.4% | +7.2% |
| 6M | +9.8% | +29.1% | -19.3% | +1.3% |
| YTD | +11.5% | +1.0% | +10.5% | +9.5% |
| 1Y | +22.3% | -21.6% | +43.9% | +29.0% |
| 3Y | +85.2% | -30.1% | +115.3% | +99.6% |
| 5Y | +170.8% | -20.7% | +191.6% | +172.3% |
| All | +491.9% | +78.9% | +413.0% | +314.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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