+134.2%
ABBV vs FITB
+142.6%
-8.4%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.3% |
| 7D | +2.8% | +0.5% | +2.3% | +2.7% |
| 30D | +7.0% | +7.0% | -0.1% | +5.7% |
| 3M | +19.2% | -4.4% | +23.6% | +20.0% |
| 6M | +47.8% | +11.6% | +36.2% | +44.8% |
| YTD | +32.5% | +18.6% | +13.9% | +27.6% |
| 1Y | +38.4% | +29.8% | +8.6% | +30.9% |
| All | +134.2% | +142.6% | -8.4% | +114.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 3y: compounded portfolio wealth divided by compounded FITB 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…
3y analysis · Full analysis span regression · 6 months rolling