+602.6%
ABBV vs FE
+120.9%
+481.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.3% |
| 7D | +0.1% | -0.4% | +0.4% | +0.2% |
| 30D | +5.6% | +3.6% | +2.0% | +4.5% |
| 3M | +18.7% | +0.3% | +18.3% | +18.5% |
| 6M | +47.4% | +6.4% | +41.0% | +44.8% |
| YTD | +33.0% | +8.1% | +24.8% | +30.0% |
| 1Y | +34.9% | +4.6% | +30.3% | +33.0% |
| 3Y | +135.2% | +49.1% | +86.1% | +109.8% |
| 5Y | +202.1% | +46.1% | +156.0% | +168.6% |
| 10Y | +602.6% | +122.7% | +479.8% | +489.8% |
| All | +602.6% | +120.9% | +481.7% | +489.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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