+1,335.7%
ABBV vs FIVE
+630.4%
+705.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +6.0% |
| 3M | +20.2% | +4.0% | +16.2% | +19.4% |
| 6M | +44.0% | +2.6% | +41.4% | +42.7% |
| YTD | +31.3% | +27.6% | +3.7% | +26.4% |
| 1Y | +37.0% | +59.9% | -23.0% | +28.2% |
| 3Y | +128.0% | +35.8% | +92.2% | +110.7% |
| 5Y | +196.9% | +14.4% | +182.5% | +174.4% |
| 10Y | +681.2% | +576.1% | +105.1% | +413.5% |
| All | +1,335.7% | +630.4% | +705.3% | +782.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling