+1,118.6%
ABBV vs FISV
+153.4%
+965.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.0% | +1.0% | -2.0% |
| 7D | -4.3% | -1.6% | -2.7% | -3.9% |
| 30D | +1.1% | -3.0% | +4.1% | +1.7% |
| 3M | +12.3% | -3.5% | +15.8% | +12.8% |
| 6M | +9.8% | -19.4% | +29.2% | +14.8% |
| YTD | +11.5% | -24.3% | +35.7% | +17.9% |
| 1Y | +22.3% | -62.4% | +84.6% | +49.8% |
| 3Y | +85.2% | -58.2% | +143.3% | +105.2% |
| 5Y | +170.8% | -56.5% | +227.4% | +187.1% |
| 10Y | +485.4% | -0.5% | +486.0% | +260.7% |
| All | +1,118.6% | +153.4% | +965.2% | +325.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling