+497.0%
ABBV vs FFIV
+239.4%
+257.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.9% | -3.0% | +0.2% |
| 7D | -4.1% | +3.5% | -7.6% | -4.7% |
| 30D | +1.2% | -1.3% | +2.5% | +1.3% |
| 3M | +12.1% | +2.4% | +9.7% | +11.1% |
| 6M | +12.0% | +41.8% | -29.8% | +4.3% |
| YTD | +12.4% | +58.5% | -46.1% | +1.8% |
| 1Y | +22.9% | +24.3% | -1.4% | +16.6% |
| 3Y | +86.8% | +152.0% | -65.3% | +49.0% |
| 5Y | +181.0% | +99.1% | +81.9% | +132.0% |
| 10Y | +497.0% | +242.8% | +254.2% | +311.0% |
| All | +497.0% | +239.4% | +257.5% | +311.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 10y: compounded portfolio wealth divided by compounded FFIV 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…
10y analysis · Full analysis span regression · 6 months rolling