+201.6%
ABBV vs FLR
+112.0%
+89.5%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.2% |
| 7D | +1.3% | +5.4% | -4.1% | +1.1% |
| 30D | +4.7% | +2.8% | +1.9% | +4.6% |
| 3M | +18.3% | -6.4% | +24.8% | +18.5% |
| 6M | +43.4% | +8.8% | +34.6% | +42.7% |
| YTD | +33.0% | +23.6% | +9.4% | +31.5% |
| 1Y | +30.8% | +13.8% | +17.0% | +29.7% |
| 3Y | +135.1% | +36.5% | +98.7% | +125.0% |
| All | +201.6% | +112.0% | +89.5% | +175.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling