+1,118.6%
ABBV vs FLR
+7.2%
+1,111.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.8% | -3.8% | -3.1% |
| 7D | -4.3% | +0.7% | -5.0% | -4.4% |
| 30D | +1.1% | -0.7% | +1.8% | +1.1% |
| 3M | +12.3% | +14.3% | -2.0% | +10.4% |
| 6M | +9.8% | +25.6% | -15.8% | +6.4% |
| YTD | +11.5% | +42.9% | -31.4% | +6.4% |
| 1Y | +22.3% | +38.7% | -16.5% | +16.7% |
| 3Y | +85.2% | +61.8% | +23.4% | +68.9% |
| 5Y | +170.8% | +254.1% | -83.3% | +119.3% |
| 10Y | +485.4% | +20.0% | +465.4% | +451.5% |
| All | +1,118.6% | +7.2% | +1,111.4% | +1,106.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling