+85.2%
ABBV vs FITB
+133.7%
-48.5%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.7% | -2.3% | -2.9% |
| 7D | -4.3% | +2.8% | -7.1% | -4.8% |
| 30D | +1.1% | -4.5% | +5.6% | +1.8% |
| 3M | +12.3% | +5.7% | +6.7% | +11.2% |
| 6M | +9.8% | +17.1% | -7.3% | +6.9% |
| YTD | +11.5% | +18.3% | -6.9% | +7.7% |
| 1Y | +22.3% | +23.9% | -1.6% | +17.0% |
| 3Y | +85.2% | +131.1% | -45.9% | +62.8% |
| All | +85.2% | +133.7% | -48.5% | +62.8% |
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