+85.2%
ABBV vs FLEX
+475.0%
-389.8%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +4.4% | -7.4% | -3.0% |
| 7D | -4.3% | +7.0% | -11.3% | -4.4% |
| 30D | +1.1% | -5.8% | +6.9% | +1.1% |
| 3M | +12.3% | -24.2% | +36.5% | +12.8% |
| 6M | +9.8% | +90.8% | -81.0% | +4.7% |
| YTD | +11.5% | +89.2% | -77.7% | +6.2% |
| 1Y | +22.3% | +104.7% | -82.4% | +15.7% |
| 3Y | +85.2% | +478.1% | -392.9% | +63.6% |
| All | +85.2% | +475.0% | -389.8% | +63.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling