+1,118.6%
ABBV vs FERG
+544.6%
+574.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.9% | -2.1% | -2.9% |
| 7D | -4.3% | +3.4% | -7.7% | -4.6% |
| 30D | +1.1% | -11.5% | +12.6% | +2.1% |
| 3M | +12.3% | +1.3% | +11.0% | +12.0% |
| 6M | +9.8% | -1.0% | +10.8% | +9.7% |
| YTD | +11.5% | +3.2% | +8.2% | +10.8% |
| 1Y | +22.3% | -3.0% | +25.2% | +22.0% |
| 3Y | +85.2% | +55.0% | +30.1% | +76.5% |
| 5Y | +170.8% | +72.6% | +98.2% | +154.0% |
| 10Y | +485.4% | +358.9% | +126.5% | +405.5% |
| All | +1,118.6% | +544.6% | +574.0% | +965.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FERG.
Daily Out/Under-Performance
Portfolio return minus FERG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FERG 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded FERG 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling