+602.6%
ABBV vs FDS
+132.8%
+469.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.7% | -2.4% | -0.3% |
| 7D | +0.1% | -2.1% | +2.2% | +0.5% |
| 30D | +5.6% | +16.0% | -10.4% | +1.7% |
| 3M | +18.7% | +18.8% | -0.1% | +13.2% |
| 6M | +47.4% | +54.1% | -6.7% | +30.3% |
| YTD | +33.0% | +17.0% | +16.0% | +25.6% |
| 1Y | +34.9% | +25.5% | +9.4% | +24.4% |
| 3Y | +135.2% | -23.3% | +158.5% | +148.4% |
| 5Y | +202.1% | -22.6% | +224.7% | +212.1% |
| 10Y | +602.6% | +130.2% | +472.4% | +367.8% |
| All | +602.6% | +132.8% | +469.8% | +367.8% |
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