+1,156.2%
ABBV vs FFIV
+290.4%
+865.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.4% |
| 7D | +0.4% | -1.0% | +1.3% | +0.5% |
| 30D | +4.2% | -5.1% | +9.2% | +5.0% |
| 3M | +14.8% | -4.5% | +19.3% | +15.2% |
| 6M | +10.3% | +36.5% | -26.2% | +2.7% |
| YTD | +14.9% | +53.0% | -38.1% | +4.0% |
| 1Y | +24.1% | +24.2% | -0.1% | +17.0% |
| 3Y | +91.9% | +137.2% | -45.3% | +53.5% |
| 5Y | +176.0% | +91.8% | +84.3% | +127.2% |
| 10Y | +502.9% | +215.2% | +287.8% | +315.4% |
| All | +1,156.2% | +290.4% | +865.8% | +724.8% |
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