+1,348.4%
ABBV vs FFIV
+217.2%
+1,131.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | +2.8% | -4.2% | +6.9% | +3.5% |
| 30D | +7.0% | -33.9% | +40.8% | +14.4% |
| 3M | +19.2% | -22.6% | +41.9% | +23.6% |
| 6M | +47.8% | -10.4% | +58.1% | +48.1% |
| YTD | +32.5% | +24.3% | +8.2% | +23.2% |
| 1Y | +38.4% | +31.8% | +6.6% | +27.0% |
| 3Y | +134.3% | +99.5% | +34.8% | +91.3% |
| 5Y | +200.6% | +40.7% | +159.9% | +161.9% |
| 10Y | +590.1% | +126.9% | +463.2% | +403.9% |
| All | +1,348.4% | +217.2% | +1,131.1% | +877.7% |
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 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