+504.9%
ABBV vs FISV
+3.1%
+501.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.4% | -4.6% | -0.3% |
| 7D | +0.3% | -2.7% | +2.9% | +0.8% |
| 30D | +3.4% | 0.0% | +3.3% | +3.2% |
| 3M | +15.2% | -2.8% | +18.0% | +15.4% |
| 6M | +14.7% | -11.8% | +26.5% | +16.8% |
| YTD | +15.2% | -23.2% | +38.4% | +20.3% |
| 1Y | +20.4% | -62.0% | +82.4% | +42.3% |
| 3Y | +91.3% | -57.6% | +149.0% | +107.2% |
| 5Y | +189.6% | -53.4% | +243.0% | +195.5% |
| All | +504.9% | +3.1% | +501.7% | +362.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FISV.
Daily Out/Under-Performance
Portfolio return minus FISV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FISV 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 10y: compounded portfolio wealth divided by compounded FISV 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…
10y analysis · Full analysis span regression · 6 months rolling