+22.3%
ABBV vs FIX
+132.0%
-109.7%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.4% | -5.4% | -2.9% |
| 7D | -4.3% | +6.1% | -10.4% | -4.2% |
| 30D | +1.1% | -2.7% | +3.8% | +1.0% |
| 3M | +12.3% | -10.9% | +23.3% | +12.2% |
| 6M | +9.8% | +29.0% | -19.2% | +7.8% |
| YTD | +11.5% | +76.9% | -65.4% | +8.5% |
| 1Y | +22.3% | +130.7% | -108.5% | +14.4% |
| All | +22.3% | +132.0% | -109.7% | +14.4% |
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