+201.6%
ABBV vs FERG
+77.6%
+124.0%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | +0.1% |
| 7D | +1.3% | +9.7% | -8.5% | +0.3% |
| 30D | +4.7% | +15.0% | -10.3% | +3.3% |
| 3M | +18.3% | +3.8% | +14.6% | +17.8% |
| 6M | +43.4% | +10.6% | +32.8% | +41.6% |
| YTD | +33.0% | +17.0% | +16.0% | +30.2% |
| 1Y | +30.8% | +7.1% | +23.7% | +29.3% |
| 3Y | +135.1% | +67.7% | +67.4% | +116.7% |
| All | +201.6% | +77.6% | +124.0% | +169.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling