+134.7%
ABBV vs FIX
+511.4%
-376.7%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.9% | +2.7% | -0.2% |
| 7D | +2.2% | +16.9% | -14.8% | +2.5% |
| 30D | +8.0% | -30.6% | +38.6% | +7.2% |
| 3M | +19.1% | -35.1% | +54.2% | +18.2% |
| 6M | +43.5% | -44.0% | +87.5% | +42.6% |
| YTD | +32.7% | +21.0% | +11.7% | +31.3% |
| 1Y | +30.0% | +16.2% | +13.9% | +28.6% |
| All | +134.7% | +511.4% | -376.7% | +124.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling