+30.3%
ABBV vs FLEX
+27.1%
+3.2%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.8% | -3.4% | +0.5% |
| 7D | +0.1% | +2.2% | -2.2% | +0.1% |
| 30D | +5.6% | -32.6% | +38.2% | +4.2% |
| 3M | +18.7% | -35.5% | +54.2% | +17.1% |
| 6M | +47.4% | -45.6% | +93.0% | +45.3% |
| YTD | +33.0% | +30.7% | +2.3% | +24.6% |
| All | +30.3% | +27.1% | +3.2% | +22.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling