+199.8%
ABBV vs FIVE
+14.2%
+185.6%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.1% |
| 7D | -1.2% | -0.3% | -0.9% | -1.2% |
| 30D | +8.0% | +17.7% | -9.6% | +7.2% |
| 3M | +20.2% | +4.0% | +16.2% | +19.9% |
| 6M | +44.0% | +2.6% | +41.4% | +43.5% |
| YTD | +31.3% | +27.6% | +3.7% | +29.2% |
| 1Y | +37.0% | +59.9% | -23.0% | +33.1% |
| 3Y | +128.0% | +35.8% | +92.2% | +118.8% |
| All | +199.8% | +14.2% | +185.6% | +179.6% |
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