+602.8%
ABBV vs FIX
+3,615.9%
-3,013.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.8% | +2.6% | 0.0% |
| 7D | +2.2% | +17.0% | -14.9% | +0.9% |
| 30D | +8.0% | -30.6% | +38.6% | +10.7% |
| 3M | +19.1% | -35.0% | +54.1% | +22.5% |
| 6M | +43.5% | -44.0% | +87.5% | +48.9% |
| YTD | +32.7% | +21.1% | +11.6% | +26.4% |
| 1Y | +30.0% | +16.3% | +13.8% | +24.2% |
| 3Y | +134.7% | +507.4% | -372.6% | +72.3% |
| 5Y | +200.7% | +1,052.1% | -851.4% | +91.4% |
| All | +602.8% | +3,615.9% | -3,013.1% | +232.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling