+24.1%
ABBV vs FIX
+128.3%
-104.1%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.9% | -3.3% | -1.4% |
| 7D | +0.4% | +6.0% | -5.6% | +0.5% |
| 30D | +4.2% | -7.2% | +11.4% | +3.9% |
| 3M | +14.8% | -15.9% | +30.7% | +14.7% |
| 6M | +10.3% | +12.7% | -2.5% | +8.7% |
| YTD | +14.9% | +72.8% | -57.9% | +11.8% |
| 1Y | +24.1% | +122.9% | -98.8% | +16.9% |
| All | +24.1% | +128.3% | -104.1% | +16.9% |
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