+91.0%
ABBV vs FDS
-27.1%
+118.1%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.5% | +2.1% | -1.1% |
| 7D | +0.4% | -1.9% | +2.3% | +0.6% |
| 30D | +4.2% | +9.0% | -4.8% | +3.2% |
| 3M | +14.8% | +18.9% | -4.0% | +12.5% |
| 6M | +10.3% | +35.1% | -24.9% | +6.5% |
| YTD | +14.9% | +5.5% | +9.4% | +15.3% |
| 1Y | +24.1% | -16.8% | +40.9% | +29.9% |
| All | +91.0% | -27.1% | +118.1% | +98.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling