+201.6%
ABBV vs FIVE
+16.7%
+184.8%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.2% |
| 7D | +1.3% | +2.7% | -1.4% | +1.1% |
| 30D | +4.7% | +12.7% | -8.0% | +4.1% |
| 3M | +18.3% | +2.1% | +16.3% | +18.1% |
| 6M | +43.4% | +17.5% | +25.9% | +42.0% |
| YTD | +33.0% | +31.0% | +2.0% | +30.7% |
| 1Y | +30.8% | +67.7% | -36.9% | +26.8% |
| 3Y | +135.1% | +43.4% | +91.8% | +124.9% |
| All | +201.6% | +16.7% | +184.8% | +181.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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