+1,156.2%
ABBV vs FDS
+294.1%
+862.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.5% | +2.1% | -0.5% |
| 7D | +0.4% | -1.9% | +2.3% | +0.9% |
| 30D | +4.2% | +9.0% | -4.8% | +1.6% |
| 3M | +14.8% | +18.9% | -4.0% | +8.7% |
| 6M | +10.3% | +35.1% | -24.9% | -0.6% |
| YTD | +14.9% | +5.5% | +9.4% | +11.0% |
| 1Y | +24.1% | -16.8% | +40.9% | +28.7% |
| 3Y | +91.9% | -28.1% | +120.0% | +106.0% |
| 5Y | +176.0% | -17.4% | +193.5% | +174.0% |
| 10Y | +502.9% | +85.4% | +417.5% | +305.0% |
| All | +1,156.2% | +294.1% | +862.1% | +486.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling