+40.7%
ABBV vs FGI
+38.7%
+2.0%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -5.0% | +8.1% | +3.1% |
| 7D | +3.1% | +3.3% | -0.3% | +3.1% |
| 30D | +11.6% | -2.0% | +13.7% | +11.6% |
| 3M | +21.7% | +60.3% | -38.6% | +21.6% |
| 6M | +43.5% | +0.7% | +42.8% | +43.3% |
| YTD | +32.9% | +30.2% | +2.7% | +33.6% |
| 1Y | +40.7% | +44.4% | -3.7% | +40.2% |
| All | +40.7% | +38.7% | +2.0% | +40.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 1y: compounded portfolio wealth divided by compounded FGI 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…
1y analysis · Full analysis span regression · 6 months rolling