+162.0%
ABBV vs FGI
-74.8%
+236.8%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -25.2% | +25.4% | +0.3% |
| 7D | +1.3% | -14.4% | +15.7% | +1.3% |
| 30D | +4.7% | -11.8% | +16.5% | +4.7% |
| 3M | +18.3% | -46.2% | +64.6% | +18.5% |
| 6M | +43.4% | +5.2% | +38.2% | +43.1% |
| YTD | +33.0% | +10.5% | +22.5% | +32.6% |
| 1Y | +30.8% | +25.5% | +5.3% | +30.3% |
| 3Y | +135.1% | -16.0% | +151.1% | +132.5% |
| All | +162.0% | -74.8% | +236.8% | +158.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling