+603.7%
ABBV vs FIX
+4,032.2%
-3,428.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +9.4% | -8.7% | 0.0% |
| 7D | +1.5% | -7.2% | +8.8% | +1.9% |
| 30D | +6.7% | -35.1% | +41.9% | +10.0% |
| 3M | +19.9% | -34.3% | +54.2% | +23.2% |
| 6M | +47.5% | -42.9% | +90.4% | +52.6% |
| YTD | +32.2% | +19.5% | +12.8% | +26.1% |
| 1Y | +37.8% | +16.8% | +21.1% | +31.5% |
| 3Y | +134.8% | +506.7% | -371.9% | +72.1% |
| 5Y | +203.0% | +1,046.7% | -843.7% | +92.7% |
| 10Y | +603.7% | +3,800.0% | -3,196.3% | +220.9% |
| All | +603.7% | +4,032.2% | -3,428.5% | +220.9% |
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 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