+1,353.7%
ABBV vs FLEX
+1,568.7%
-214.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.8% | -3.4% | -0.1% |
| 7D | +0.1% | +2.2% | -2.2% | -0.4% |
| 30D | +5.6% | -32.6% | +38.2% | +10.0% |
| 3M | +18.7% | -35.5% | +54.2% | +23.8% |
| 6M | +47.4% | -45.6% | +93.0% | +55.5% |
| YTD | +33.0% | +30.7% | +2.3% | +20.1% |
| 1Y | +34.9% | +28.4% | +6.6% | +22.0% |
| 3Y | +135.2% | +301.7% | -166.5% | +67.9% |
| 5Y | +202.1% | +473.3% | -271.2% | +95.6% |
| 10Y | +602.6% | +651.7% | -49.2% | +291.7% |
| All | +1,353.7% | +1,568.7% | -214.9% | +529.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling