+1,345.5%
ABBV vs FFIV
+217.7%
+1,127.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.2% | -1.5% | +0.3% |
| 7D | +1.5% | -2.1% | +3.6% | +1.9% |
| 30D | +6.7% | -33.8% | +40.5% | +14.1% |
| 3M | +19.9% | -20.6% | +40.5% | +23.7% |
| 6M | +47.5% | -10.2% | +57.7% | +47.7% |
| YTD | +32.2% | +24.5% | +7.7% | +23.0% |
| 1Y | +37.8% | +29.3% | +8.5% | +27.1% |
| 3Y | +134.8% | +103.8% | +31.0% | +90.7% |
| 5Y | +203.0% | +40.9% | +162.1% | +163.9% |
| 10Y | +603.7% | +126.6% | +477.1% | +414.0% |
| All | +1,345.5% | +217.7% | +1,127.8% | +875.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling