+1,354.0%
ABBV vs FITB
+452.5%
+901.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | -0.1% |
| 7D | +1.3% | +2.8% | -1.5% | +0.6% |
| 30D | +4.7% | +9.8% | -5.1% | +2.5% |
| 3M | +18.3% | -5.2% | +23.5% | +19.6% |
| 6M | +43.4% | +17.3% | +26.1% | +37.9% |
| YTD | +33.0% | +19.3% | +13.7% | +26.8% |
| 1Y | +30.8% | +32.7% | -1.9% | +21.5% |
| 3Y | +135.1% | +141.6% | -6.5% | +86.4% |
| 5Y | +201.2% | +48.9% | +152.4% | +161.4% |
| 10Y | +602.7% | +216.5% | +386.2% | +347.7% |
| All | +1,354.0% | +452.5% | +901.5% | +636.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling