+201.2%
ABBV vs FLEX
+473.3%
-272.1%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.8% | -3.4% | +0.3% |
| 7D | +0.1% | +2.2% | -2.2% | 0.0% |
| 30D | +5.6% | -32.6% | +38.2% | +6.1% |
| 3M | +18.7% | -35.5% | +54.2% | +19.3% |
| 6M | +47.4% | -45.6% | +93.0% | +48.6% |
| YTD | +33.0% | +30.7% | +2.3% | +27.1% |
| 1Y | +34.9% | +28.4% | +6.6% | +29.1% |
| 3Y | +135.2% | +301.7% | -166.5% | +106.9% |
| All | +201.2% | +473.3% | -272.1% | +157.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling