+134.3%
ABBV vs FDS
-24.9%
+159.2%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.2% |
| 7D | +2.8% | -2.0% | +4.7% | +2.9% |
| 30D | +7.0% | +13.5% | -6.6% | +5.7% |
| 3M | +19.2% | +15.2% | +4.1% | +17.5% |
| 6M | +47.8% | +47.0% | +0.7% | +42.0% |
| YTD | +32.5% | +13.9% | +18.6% | +31.9% |
| 1Y | +38.4% | +25.2% | +13.2% | +35.3% |
| 3Y | +134.3% | -25.3% | +159.6% | +148.0% |
| All | +134.3% | -24.9% | +159.2% | +148.0% |
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