+598.9%
ABBV vs FIX
+3,676.9%
-3,077.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +5.4% | -4.4% | +0.6% |
| 7D | -1.2% | -17.5% | +16.2% | 0.0% |
| 30D | +8.0% | -41.6% | +49.6% | +12.3% |
| 3M | +20.2% | -40.6% | +60.8% | +24.5% |
| 6M | +44.0% | -49.4% | +93.3% | +50.5% |
| YTD | +31.3% | +9.2% | +22.1% | +26.1% |
| 1Y | +37.0% | +6.5% | +30.5% | +31.7% |
| 3Y | +128.0% | +448.7% | -320.8% | +68.6% |
| 5Y | +196.9% | +948.7% | -751.8% | +90.1% |
| All | +598.9% | +3,676.9% | -3,077.9% | +221.1% |
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