+86.7%
ABBV vs FERG
+52.4%
+34.4%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.4% | +2.2% | +1.0% |
| 7D | -4.1% | +0.9% | -5.0% | -4.2% |
| 30D | +1.2% | -15.1% | +16.2% | +2.7% |
| 3M | +12.1% | -4.8% | +16.9% | +12.4% |
| 6M | +12.0% | -2.5% | +14.5% | +12.0% |
| YTD | +12.4% | +1.8% | +10.6% | +11.5% |
| 1Y | +22.9% | -0.3% | +23.3% | +22.0% |
| All | +86.7% | +52.4% | +34.4% | +66.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling