+1,351.1%
ABBV vs FIX
+9,934.8%
-8,583.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.8% | +2.6% | +0.1% |
| 7D | +2.2% | +17.0% | -14.9% | +0.6% |
| 30D | +8.0% | -30.6% | +38.6% | +11.3% |
| 3M | +19.1% | -35.0% | +54.1% | +23.2% |
| 6M | +43.5% | -44.0% | +87.5% | +49.9% |
| YTD | +32.7% | +21.1% | +11.6% | +25.8% |
| 1Y | +30.0% | +16.3% | +13.8% | +23.6% |
| 3Y | +134.7% | +507.4% | -372.6% | +68.1% |
| 5Y | +200.7% | +1,052.1% | -851.4% | +87.0% |
| 10Y | +601.3% | +3,650.8% | -3,049.5% | +225.6% |
| All | +1,351.1% | +9,934.8% | -8,583.6% | +461.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling