+1,156.2%
ABBV vs FE
+99.5%
+1,056.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.9% | -1.3% |
| 7D | +0.4% | +1.9% | -1.6% | -0.1% |
| 30D | +4.2% | -1.2% | +5.3% | +4.4% |
| 3M | +14.8% | +3.5% | +11.3% | +13.8% |
| 6M | +10.3% | -6.1% | +16.3% | +11.9% |
| YTD | +14.9% | +7.6% | +7.3% | +12.7% |
| 1Y | +24.1% | +11.9% | +12.2% | +20.5% |
| 3Y | +91.9% | +48.4% | +43.5% | +73.1% |
| 5Y | +176.0% | +44.8% | +131.2% | +148.6% |
| 10Y | +502.9% | +115.9% | +387.1% | +395.6% |
| All | +1,156.2% | +99.5% | +1,056.7% | +969.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling