+47.4%
ABBV vs FDS
+52.6%
-5.2%
-7.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.7% | -2.4% | +0.2% |
| 7D | +0.1% | -2.1% | +2.2% | +0.2% |
| 30D | +5.6% | +16.0% | -10.4% | +4.3% |
| 3M | +18.7% | +18.8% | -0.1% | +16.9% |
| 6M | +47.4% | +54.1% | -6.7% | +44.9% |
| All | +47.4% | +52.6% | -5.2% | +44.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling