+170.8%
ABBV vs FDX
+63.0%
+107.8%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.6% | -0.4% | -2.7% |
| 7D | -4.3% | -3.3% | -1.0% | -4.0% |
| 30D | +1.1% | -1.4% | +2.5% | +1.2% |
| 3M | +12.3% | -4.5% | +16.8% | +12.7% |
| 6M | +9.8% | +9.4% | +0.4% | +8.6% |
| YTD | +11.5% | +36.0% | -24.6% | +7.9% |
| 1Y | +22.3% | +75.5% | -53.2% | +15.4% |
| 3Y | +85.2% | +62.8% | +22.4% | +74.2% |
| 5Y | +170.8% | +64.4% | +106.4% | +152.1% |
| All | +170.8% | +63.0% | +107.8% | +152.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling