+1,335.7%
ABBV vs FE
+100.0%
+1,235.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.2% |
| 7D | -1.2% | 0.0% | -1.2% | -1.2% |
| 30D | +8.0% | +5.2% | +2.8% | +6.6% |
| 3M | +20.2% | 0.0% | +20.2% | +20.1% |
| 6M | +44.0% | +5.0% | +38.9% | +42.1% |
| YTD | +31.3% | +7.9% | +23.4% | +28.7% |
| 1Y | +37.0% | +6.3% | +30.6% | +34.7% |
| 3Y | +128.0% | +46.0% | +81.9% | +106.4% |
| 5Y | +196.9% | +45.6% | +151.3% | +166.9% |
| 10Y | +681.2% | +109.3% | +571.9% | +546.5% |
| All | +1,335.7% | +100.0% | +1,235.7% | +1,121.4% |
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