+134.8%
ABBV vs FFIV
+103.5%
+31.3%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.2% | -1.5% | +0.7% |
| 7D | +1.5% | -2.1% | +3.6% | +1.6% |
| 30D | +6.7% | -33.8% | +40.5% | +6.9% |
| 3M | +19.9% | -20.6% | +40.5% | +19.9% |
| 6M | +47.5% | -10.2% | +57.7% | +46.5% |
| YTD | +32.2% | +24.5% | +7.7% | +28.9% |
| 1Y | +37.8% | +29.3% | +8.5% | +33.8% |
| 3Y | +134.8% | +103.8% | +31.0% | +123.7% |
| All | +134.8% | +103.5% | +31.3% | +123.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling