+135.1%
ABBV vs FDX
+73.6%
+61.5%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.6% | +0.2% |
| 7D | +0.1% | -2.1% | +2.1% | +0.3% |
| 30D | +5.6% | +10.4% | -4.8% | +4.2% |
| 3M | +18.7% | +0.5% | +18.2% | +18.5% |
| 6M | +47.4% | +6.5% | +40.9% | +45.8% |
| YTD | +33.0% | +40.2% | -7.3% | +26.5% |
| 1Y | +34.9% | +52.1% | -17.2% | +26.9% |
| All | +135.1% | +73.6% | +61.5% | +114.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling