+1,156.2%
ABBV vs FIX
+14,212.2%
-13,056.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.9% | -3.3% | -1.6% |
| 7D | +0.4% | +6.0% | -5.6% | -0.2% |
| 30D | +4.2% | -7.2% | +11.4% | +4.8% |
| 3M | +14.8% | -15.9% | +30.7% | +16.1% |
| 6M | +10.3% | +12.7% | -2.5% | +7.3% |
| YTD | +14.9% | +72.8% | -57.9% | +5.9% |
| 1Y | +24.1% | +122.9% | -98.8% | +10.2% |
| 3Y | +91.9% | +774.3% | -682.4% | +33.2% |
| 5Y | +176.0% | +2,049.5% | -1,873.4% | +58.2% |
| 10Y | +502.9% | +5,821.5% | -5,318.5% | +166.9% |
| All | +1,156.2% | +14,212.2% | -13,056.0% | +373.3% |
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