+187.2%
ABBV vs FISV
-57.7%
+244.9%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.6% | +1.1% | +1.6% |
| 7D | -2.0% | -7.2% | +5.2% | -1.3% |
| 30D | +2.0% | -7.2% | +9.2% | +2.6% |
| 3M | +14.2% | -8.2% | +22.3% | +14.9% |
| 6M | +14.1% | -17.7% | +31.8% | +15.7% |
| YTD | +14.2% | -27.2% | +41.4% | +17.0% |
| 1Y | +24.2% | -63.0% | +87.2% | +33.9% |
| 3Y | +89.8% | -59.8% | +149.6% | +95.2% |
| 5Y | +187.2% | -55.8% | +243.0% | +185.7% |
| All | +187.2% | -57.7% | +244.9% | +185.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling