+497.0%
ABBV vs FLEX
+1,045.8%
-548.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.4% | +2.3% | +1.0% |
| 7D | -4.1% | +6.4% | -10.5% | -4.8% |
| 30D | +1.2% | -5.9% | +7.1% | +1.6% |
| 3M | +12.1% | -23.5% | +35.6% | +14.4% |
| 6M | +12.0% | +83.7% | -71.7% | +0.5% |
| YTD | +12.4% | +86.5% | -74.1% | +0.3% |
| 1Y | +22.9% | +100.5% | -77.6% | +8.0% |
| 3Y | +86.8% | +469.8% | -383.1% | +36.1% |
| 5Y | +181.0% | +725.7% | -544.6% | +87.9% |
| 10Y | +497.0% | +1,086.7% | -589.7% | +253.9% |
| All | +497.0% | +1,045.8% | -548.8% | +253.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FLEX.
Daily Out/Under-Performance
Portfolio return minus FLEX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLEX 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 FLEX 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