+170.8%
ABBV vs FFIV
+92.2%
+78.6%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.2% | -2.8% | -3.0% |
| 7D | -4.3% | -1.5% | -2.8% | -4.2% |
| 30D | +1.1% | -2.7% | +3.8% | +1.2% |
| 3M | +12.3% | -1.7% | +14.0% | +12.2% |
| 6M | +9.8% | +36.1% | -26.3% | +7.0% |
| YTD | +11.5% | +52.6% | -41.2% | +7.3% |
| 1Y | +22.3% | +21.5% | +0.7% | +20.2% |
| 3Y | +85.2% | +142.7% | -57.5% | +67.9% |
| 5Y | +170.8% | +92.6% | +78.3% | +143.9% |
| All | +170.8% | +92.2% | +78.6% | +143.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling