+499.9%
ABBV vs FLR
+18.3%
+481.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.3% | +4.0% | +1.8% |
| 7D | -2.0% | -6.9% | +4.9% | -1.5% |
| 30D | +2.0% | +1.1% | +0.8% | +1.8% |
| 3M | +14.2% | +14.3% | -0.2% | +12.6% |
| 6M | +14.1% | +19.1% | -5.0% | +11.7% |
| YTD | +14.2% | +35.1% | -20.9% | +10.5% |
| 1Y | +24.2% | +29.5% | -5.2% | +20.3% |
| 3Y | +89.8% | +53.0% | +36.8% | +76.9% |
| 5Y | +187.2% | +238.9% | -51.7% | +142.9% |
| All | +499.9% | +18.3% | +481.6% | +456.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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