+40.7%
ABBV vs FIX
+14.3%
+26.4%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -15.1% | +18.2% | +2.2% |
| 7D | +3.1% | -18.9% | +22.0% | +2.0% |
| 30D | +11.6% | -36.3% | +47.9% | +9.2% |
| 3M | +21.7% | -38.5% | +60.2% | +19.0% |
| 6M | +43.5% | -42.3% | +85.8% | +40.4% |
| YTD | +32.9% | +17.1% | +15.8% | +25.8% |
| 1Y | +40.7% | +14.4% | +26.3% | +33.4% |
| All | +40.7% | +14.3% | +26.4% | +33.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FIX.
Daily Out/Under-Performance
Portfolio return minus FIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIX 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 1y: compounded portfolio wealth divided by compounded FIX 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…
1y analysis · Full analysis span regression · 6 months rolling