+202.1%
ABBV vs FDX
+77.4%
+124.7%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.6% | +0.3% |
| 7D | +0.1% | -2.1% | +2.1% | +0.2% |
| 30D | +5.6% | +10.4% | -4.8% | +4.6% |
| 3M | +18.7% | +0.5% | +18.2% | +18.5% |
| 6M | +47.4% | +6.5% | +40.9% | +46.3% |
| YTD | +33.0% | +40.2% | -7.3% | +28.3% |
| 1Y | +34.9% | +52.1% | -17.2% | +29.2% |
| 3Y | +135.2% | +72.8% | +62.3% | +120.5% |
| 5Y | +202.1% | +76.3% | +125.8% | +178.9% |
| All | +202.1% | +77.4% | +124.7% | +178.9% |
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