+182.6%
ABBV vs FIVE
+31.2%
+151.4%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +5.1% | -6.5% | -1.7% |
| 7D | +0.4% | +4.3% | -3.9% | +0.2% |
| 30D | +4.2% | +12.5% | -8.3% | +3.6% |
| 3M | +14.8% | +31.2% | -16.4% | +13.3% |
| 6M | +10.3% | +14.4% | -4.1% | +9.3% |
| YTD | +14.9% | +33.9% | -19.0% | +12.8% |
| 1Y | +24.1% | +65.1% | -40.9% | +20.3% |
| 3Y | +91.9% | +49.0% | +43.0% | +83.3% |
| All | +182.6% | +31.2% | +151.4% | +161.7% |
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