+497.0%
ABBV vs FDX
+173.3%
+323.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.6% | +2.4% | +1.2% |
| 7D | -4.1% | -2.3% | -1.8% | -3.7% |
| 30D | +1.2% | -4.9% | +6.1% | +2.1% |
| 3M | +12.1% | -6.5% | +18.6% | +13.3% |
| 6M | +12.0% | +6.7% | +5.4% | +10.0% |
| YTD | +12.4% | +33.9% | -21.5% | +5.3% |
| 1Y | +22.9% | +72.2% | -49.2% | +9.2% |
| 3Y | +86.8% | +60.2% | +26.5% | +64.4% |
| 5Y | +181.0% | +62.9% | +118.1% | +140.3% |
| 10Y | +497.0% | +178.8% | +318.2% | +318.2% |
| All | +497.0% | +173.3% | +323.7% | +318.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FDX.
Daily Out/Under-Performance
Portfolio return minus FDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDX 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 FDX 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